+356.1%
GLW vs DBX
+24.2%
+331.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | -6.0% | +15.3% | +8.2% |
| 7D | -5.9% | -8.6% | +2.7% | -7.1% |
| 30D | -26.0% | -5.2% | -20.8% | -26.5% |
| 3M | -29.9% | -6.4% | -23.5% | -30.2% |
| 6M | -37.8% | +12.7% | -50.5% | -36.5% |
| YTD | +33.1% | +17.2% | +15.9% | +36.5% |
| 1Y | +36.8% | +5.5% | +31.3% | +42.5% |
| 3Y | +356.1% | +24.1% | +332.0% | +351.2% |
| All | +356.1% | +24.2% | +331.9% | +351.2% |
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 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