+388.8%
GH vs DBX
+36.4%
+352.4%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.8% |
| 7D | -2.5% | +2.1% | -4.6% | -3.6% |
| 30D | -4.7% | +5.7% | -10.4% | -8.1% |
| 3M | +20.2% | +31.8% | -11.6% | +2.2% |
| 6M | +78.8% | +37.5% | +41.3% | +45.3% |
| YTD | +54.1% | +27.9% | +26.2% | +30.1% |
| 1Y | +177.1% | +15.0% | +162.0% | +145.4% |
| 3Y | +371.6% | +27.2% | +344.4% | +273.8% |
| 5Y | +21.9% | +12.8% | +9.1% | +0.9% |
| All | +388.8% | +36.4% | +352.4% | +238.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded DBX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling