+15.5%
GLXY vs DBX
+19.2%
-3.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | -0.5% |
| 7D | +13.4% | -2.4% | +15.9% | +13.5% |
| 30D | +38.1% | -0.5% | +38.6% | +38.1% |
| 3M | -7.3% | +28.1% | -35.4% | -11.4% |
| 6M | +8.2% | +33.1% | -24.9% | +1.0% |
| YTD | +17.8% | +25.3% | -7.5% | +13.2% |
| 1Y | +14.9% | +18.3% | -3.4% | +15.1% |
| All | +15.5% | +19.2% | -3.7% | +11.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling