+11.0%
GS vs DBX
+7.4%
+3.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -1.4% |
| 7D | +5.1% | -6.3% | +11.4% | +4.9% |
| 30D | +2.4% | -5.9% | +8.3% | +2.2% |
| 3M | -11.5% | -0.4% | -11.1% | -11.4% |
| 6M | -2.5% | +29.8% | -32.3% | -1.4% |
| YTD | +5.5% | +20.5% | -15.1% | +6.0% |
| 1Y | +11.0% | +8.7% | +2.4% | +13.5% |
| All | +11.0% | +7.4% | +3.6% | +13.5% |
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