+435.2%
GLW vs DBX
+15.6%
+419.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -1.0% |
| 7D | +15.5% | -6.3% | +21.8% | +16.6% |
| 30D | -19.6% | -5.9% | -13.7% | -18.9% |
| 3M | -28.5% | -0.4% | -28.1% | -29.2% |
| 6M | -39.5% | +29.8% | -69.3% | -43.8% |
| YTD | +37.2% | +20.5% | +16.7% | +28.1% |
| 1Y | +35.4% | +8.7% | +26.8% | +29.6% |
| 3Y | +359.7% | +25.9% | +333.8% | +310.1% |
| 5Y | +244.0% | +24.2% | +219.8% | +201.3% |
| All | +435.2% | +15.6% | +419.6% | +313.3% |
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