+654.5%
GLW vs DBX
+19.3%
+635.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.3% | -0.8% | +1.1% |
| 7D | +16.9% | +0.3% | +16.6% | +16.7% |
| 30D | +7.0% | 0.0% | +7.0% | +6.6% |
| 3M | -3.0% | +26.1% | -29.1% | -8.2% |
| 6M | +31.0% | +29.4% | +1.6% | +21.6% |
| YTD | +93.4% | +24.4% | +69.0% | +80.7% |
| 1Y | +134.7% | +10.9% | +123.9% | +124.7% |
| 3Y | +471.8% | +24.1% | +447.7% | +417.0% |
| 5Y | +394.5% | +7.8% | +386.7% | +351.3% |
| All | +654.5% | +19.3% | +635.2% | +483.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling