+142.5%
GLD vs DBX
+7.0%
+135.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.6% | -0.8% |
| 7D | -0.5% | -2.4% | +1.9% | -0.5% |
| 30D | +4.4% | -0.5% | +4.9% | +4.4% |
| 3M | -1.1% | +28.1% | -29.1% | -1.2% |
| 6M | -13.8% | +33.1% | -46.9% | -13.9% |
| YTD | +2.6% | +25.3% | -22.6% | +2.6% |
| 1Y | +24.5% | +18.3% | +6.2% | +24.5% |
| 3Y | +125.8% | +25.0% | +100.8% | +124.9% |
| All | +142.5% | +7.0% | +135.6% | +135.7% |
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