+145.9%
GLDM vs DBX
+7.0%
+138.9%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.5% | -0.9% |
| 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 | -13.7% | +33.1% | -46.8% | -13.7% |
| YTD | +2.8% | +25.3% | -22.5% | +2.8% |
| 1Y | +24.8% | +18.3% | +6.5% | +24.9% |
| 3Y | +127.8% | +25.0% | +102.8% | +127.1% |
| All | +145.9% | +7.0% | +138.9% | +138.9% |
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