+216.1%
GLD vs DBX
+19.3%
+196.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.3% | -1.4% | +0.9% |
| 7D | +0.1% | +0.3% | -0.1% | +0.1% |
| 30D | +0.2% | 0.0% | +0.2% | +0.2% |
| 3M | +3.2% | +26.1% | -22.9% | +2.9% |
| 6M | -14.6% | +29.4% | -44.0% | -14.9% |
| YTD | +1.8% | +24.4% | -22.6% | +1.5% |
| 1Y | +20.7% | +10.9% | +9.9% | +20.6% |
| 3Y | +126.5% | +24.1% | +102.4% | +125.3% |
| 5Y | +140.0% | +7.8% | +132.3% | +138.8% |
| All | +216.1% | +19.3% | +196.8% | +213.2% |
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