+118.6%
GLD vs DBX
+23.7%
+94.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.1% | +2.3% | -0.8% |
| 7D | +4.7% | -4.4% | +9.1% | +4.7% |
| 30D | -0.9% | +4.8% | -5.7% | -1.0% |
| 3M | -4.4% | +0.3% | -4.7% | -4.4% |
| 6M | -13.6% | +40.4% | -53.9% | -13.9% |
| YTD | -6.0% | +24.7% | -30.7% | -6.2% |
| 1Y | +1.8% | +20.9% | -19.1% | +1.6% |
| 3Y | +103.2% | +34.5% | +68.7% | +101.4% |
| All | +118.6% | +23.7% | +94.9% | +115.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling