+10.3%
GLXY vs DBX
+18.4%
-8.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +2.3% | -9.3% | -7.1% |
| 7D | +4.5% | +0.3% | +4.3% | +4.5% |
| 30D | +28.8% | 0.0% | +28.8% | +28.9% |
| 3M | -23.0% | +26.1% | -49.1% | -26.2% |
| 6M | +17.0% | +29.4% | -12.4% | +11.0% |
| YTD | +12.5% | +24.4% | -11.9% | +8.2% |
| 1Y | -5.4% | +10.9% | -16.2% | -1.6% |
| All | +10.3% | +18.4% | -8.1% | +6.1% |
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