+35.4%
GLW vs DBX
+7.4%
+28.0%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -0.1% |
| 7D | +15.5% | -6.3% | +21.8% | +11.0% |
| 30D | -19.6% | -5.9% | -13.7% | -22.3% |
| 3M | -28.5% | -0.4% | -28.1% | -27.1% |
| 6M | -39.5% | +29.8% | -69.3% | -26.2% |
| YTD | +37.2% | +20.5% | +16.7% | +65.9% |
| 1Y | +35.4% | +8.7% | +26.8% | +66.2% |
| All | +35.4% | +7.4% | +28.0% | +66.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling