+421.2%
GLW vs DBX
+26.9%
+394.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -2.4% | +8.1% | +5.4% |
| 7D | +3.8% | -2.4% | +6.2% | +3.5% |
| 30D | -1.3% | -0.5% | -0.9% | -1.2% |
| 3M | -21.8% | +28.1% | -49.9% | -19.9% |
| 6M | +6.9% | +33.1% | -26.2% | +9.3% |
| YTD | +77.2% | +25.3% | +51.9% | +82.4% |
| 1Y | +123.2% | +18.3% | +104.9% | +131.1% |
| All | +421.2% | +26.9% | +394.4% | +419.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling