+16.6%
GS vs DBX
+8.4%
+8.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.3% | -0.5% | +1.9% |
| 7D | -0.1% | -8.1% | +8.0% | -0.5% |
| 30D | +3.7% | -4.9% | +8.6% | +3.4% |
| 3M | -10.0% | -2.7% | -7.3% | -10.0% |
| 6M | -1.0% | +25.2% | -26.2% | +0.1% |
| YTD | +7.0% | +19.3% | -12.3% | +7.5% |
| 1Y | +16.6% | +6.6% | +10.0% | +18.5% |
| All | +16.6% | +8.4% | +8.2% | +18.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling