+178.1%
GLD vs DBX
+15.6%
+162.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.1% | -3.9% | -2.8% |
| 7D | -5.5% | -6.3% | +0.8% | -5.4% |
| 30D | -7.0% | -5.9% | -1.1% | -7.0% |
| 3M | -12.4% | -0.4% | -12.0% | -12.4% |
| 6M | -18.0% | +29.8% | -47.9% | -18.3% |
| YTD | -10.5% | +20.5% | -31.0% | -10.7% |
| 1Y | -8.1% | +8.7% | -16.7% | -8.2% |
| 3Y | +97.7% | +25.9% | +71.8% | +96.5% |
| 5Y | +103.4% | +24.2% | +79.3% | +101.9% |
| All | +178.1% | +15.6% | +162.6% | +175.6% |
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