+61.5%
GNRC vs DBX
+27.0%
+34.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.5% | +1.5% | +2.8% |
| 7D | -0.2% | +2.1% | -2.3% | -0.4% |
| 30D | -15.7% | +5.7% | -21.5% | -16.3% |
| 3M | -27.3% | +31.8% | -59.1% | -29.8% |
| 6M | -12.1% | +37.5% | -49.5% | -16.4% |
| YTD | +37.1% | +27.9% | +9.2% | +32.7% |
| 1Y | -0.5% | +15.0% | -15.5% | -0.8% |
| 3Y | +61.5% | +27.2% | +34.3% | +49.4% |
| All | +61.5% | +27.0% | +34.5% | +49.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling