+399.9%
GH vs DBX
+29.7%
+370.2%
-91.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.7% | +1.3% |
| 7D | -2.1% | -1.3% | -0.8% | -1.5% |
| 30D | -4.5% | -2.9% | -1.6% | -3.7% |
| 3M | +28.9% | +23.8% | +5.1% | +13.2% |
| 6M | +76.5% | +26.2% | +50.3% | +50.3% |
| YTD | +57.6% | +21.6% | +36.0% | +36.7% |
| 1Y | +167.5% | +11.4% | +156.1% | +140.7% |
| 3Y | +377.4% | +21.3% | +356.1% | +287.9% |
| 5Y | +23.8% | +6.7% | +17.2% | +5.5% |
| All | +399.9% | +29.7% | +370.2% | +255.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling