+75.8%
GM vs DBX
+11.7%
+64.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.0% | -1.0% |
| 7D | -2.4% | +2.1% | -4.5% | -3.1% |
| 30D | -1.1% | +5.7% | -6.8% | -3.0% |
| 3M | +6.1% | +31.8% | -25.7% | -3.1% |
| 6M | +15.0% | +37.5% | -22.5% | +2.2% |
| YTD | +6.0% | +27.9% | -21.9% | -3.4% |
| 1Y | +47.1% | +15.0% | +32.0% | +38.7% |
| 3Y | +170.5% | +27.2% | +143.3% | +131.2% |
| All | +75.8% | +11.7% | +64.1% | +38.7% |
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