+170.1%
GM vs DBX
+19.3%
+150.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.3% | -4.7% | -3.0% |
| 7D | -1.1% | +0.3% | -1.4% | -1.2% |
| 30D | -4.6% | 0.0% | -4.6% | -4.8% |
| 3M | +0.2% | +26.1% | -25.9% | -6.5% |
| 6M | +12.6% | +29.4% | -16.7% | +3.3% |
| YTD | +3.7% | +24.4% | -20.7% | -4.0% |
| 1Y | +45.6% | +10.9% | +34.8% | +39.0% |
| 3Y | +162.0% | +24.1% | +137.9% | +133.9% |
| 5Y | +80.5% | +7.8% | +72.7% | +62.4% |
| All | +170.1% | +19.3% | +150.8% | +111.2% |
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 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