+24.4%
GH vs DBX
+11.7%
+12.7%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.5% | -2.5% | -1.9% |
| 7D | -2.5% | +2.1% | -4.6% | -3.7% |
| 30D | -4.7% | +5.7% | -10.4% | -8.5% |
| 3M | +20.2% | +31.8% | -11.6% | 0.0% |
| 6M | +78.8% | +37.5% | +41.3% | +40.7% |
| YTD | +54.1% | +27.9% | +26.2% | +27.0% |
| 1Y | +177.1% | +15.0% | +162.0% | +141.9% |
| 3Y | +371.6% | +27.2% | +344.4% | +246.3% |
| All | +24.4% | +11.7% | +12.7% | -14.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling