+185.8%
GS vs DBX
+33.4%
+152.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.1% | +2.7% | +0.1% |
| 7D | -3.2% | -4.4% | +1.2% | -2.5% |
| 30D | -2.4% | +4.8% | -7.2% | -3.2% |
| 3M | -15.7% | +0.3% | -16.1% | -16.0% |
| 6M | -6.8% | +40.4% | -47.2% | -13.8% |
| YTD | -0.1% | +24.7% | -24.7% | -5.0% |
| 1Y | +12.1% | +20.9% | -8.8% | +7.1% |
| 3Y | +185.8% | +34.5% | +151.3% | +157.1% |
| All | +185.8% | +33.4% | +152.4% | +157.1% |
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