-26.9%
GPN vs DBX
+25.2%
-52.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.4% | +1.3% |
| 7D | -3.5% | -1.8% | -1.7% | -2.9% |
| 30D | +3.1% | +2.8% | +0.3% | +2.1% |
| 3M | +42.3% | +26.8% | +15.5% | +31.3% |
| 6M | +20.9% | +32.8% | -11.9% | +8.9% |
| YTD | +15.2% | +26.1% | -10.9% | +5.7% |
| 1Y | +5.4% | +14.1% | -8.7% | -0.3% |
| All | -26.9% | +25.2% | -52.1% | -39.5% |
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