+20.7%
GLD vs DBX
+12.9%
+7.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.3% | -1.4% | +1.0% |
| 7D | +0.1% | +0.3% | -0.1% | +0.2% |
| 30D | +0.2% | 0.0% | +0.2% | +0.3% |
| 3M | +3.2% | +26.1% | -22.9% | +4.4% |
| 6M | -14.6% | +29.4% | -44.0% | -13.0% |
| YTD | +1.8% | +24.4% | -22.6% | +3.8% |
| 1Y | +20.7% | +10.9% | +9.9% | +23.1% |
| All | +20.7% | +12.9% | +7.9% | +23.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling