+382.5%
GLW vs DBX
+7.2%
+375.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -2.9% | +10.5% | +7.8% |
| 7D | +14.0% | -1.3% | +15.3% | +14.1% |
| 30D | +0.4% | -2.9% | +3.2% | +0.4% |
| 3M | -11.3% | +23.8% | -35.2% | -13.8% |
| 6M | +35.1% | +26.2% | +8.9% | +29.7% |
| YTD | +90.5% | +21.6% | +68.9% | +84.2% |
| 1Y | +132.0% | +11.4% | +120.6% | +128.0% |
| 3Y | +463.3% | +21.3% | +442.0% | +423.7% |
| 5Y | +382.5% | +6.7% | +375.8% | +312.5% |
| All | +382.5% | +7.2% | +375.3% | +312.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling