+356.2%
GS vs DBX
+14.3%
+341.9%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.3% | -0.5% | +1.3% |
| 7D | -0.1% | -8.1% | +8.0% | +1.9% |
| 30D | +3.7% | -4.9% | +8.6% | +4.8% |
| 3M | -10.0% | -2.7% | -7.3% | -9.9% |
| 6M | -1.0% | +25.2% | -26.2% | -7.8% |
| YTD | +7.0% | +19.3% | -12.3% | 0.0% |
| 1Y | +16.6% | +6.6% | +10.0% | +12.3% |
| 3Y | +204.4% | +24.6% | +179.8% | +173.6% |
| 5Y | +160.0% | +23.5% | +136.5% | +129.2% |
| All | +356.2% | +14.3% | +341.9% | +251.8% |
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