-15.7%
GPN vs DBX
+22.6%
-38.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.5% | -0.5% |
| 7D | -4.3% | +2.1% | -6.4% | -5.0% |
| 30D | 0.0% | +5.7% | -5.7% | -1.9% |
| 3M | +35.8% | +31.8% | +4.0% | +23.4% |
| 6M | +22.0% | +37.5% | -15.5% | +8.1% |
| YTD | +15.2% | +27.9% | -12.7% | +4.7% |
| 1Y | +3.5% | +15.0% | -11.6% | -3.0% |
| 3Y | -26.9% | +27.2% | -54.1% | -35.6% |
| 5Y | -44.2% | +12.8% | -57.0% | -50.4% |
| All | -15.7% | +22.6% | -38.4% | -36.0% |
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 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