+197.4%
GLD vs DBX
+12.3%
+185.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -6.0% | +7.9% | +2.0% |
| 7D | +4.9% | -8.6% | +13.5% | +5.1% |
| 30D | -1.3% | -5.2% | +3.9% | -1.3% |
| 3M | -4.8% | -6.4% | +1.7% | -4.7% |
| 6M | -12.5% | +12.7% | -25.2% | -12.7% |
| YTD | -4.2% | +17.2% | -21.4% | -4.5% |
| 1Y | +3.0% | +5.5% | -2.5% | +3.0% |
| 3Y | +109.1% | +24.1% | +85.0% | +107.9% |
| 5Y | +121.6% | +14.2% | +107.4% | +120.2% |
| All | +197.4% | +12.3% | +185.1% | +194.8% |
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