-8.1%
GLD vs DBX
+7.4%
-15.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.1% | -3.9% | -2.8% |
| 7D | -5.5% | -6.3% | +0.8% | -5.7% |
| 30D | -7.0% | -5.9% | -1.1% | -7.2% |
| 3M | -12.4% | -0.4% | -12.0% | -12.3% |
| 6M | -18.0% | +29.8% | -47.9% | -16.8% |
| YTD | -10.5% | +20.5% | -31.0% | -8.4% |
| 1Y | -8.1% | +8.7% | -16.7% | -5.6% |
| All | -8.1% | +7.4% | -15.5% | -5.6% |
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 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