+187.0%
GS vs DBX
+8.9%
+178.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.3% | -3.1% | -1.3% |
| 7D | +2.4% | +0.3% | +2.2% | +2.3% |
| 30D | -0.1% | 0.0% | -0.1% | -0.2% |
| 3M | +0.2% | +26.1% | -25.9% | -6.2% |
| 6M | +24.8% | +29.4% | -4.6% | +15.0% |
| YTD | +18.8% | +24.4% | -5.7% | +10.6% |
| 1Y | +37.3% | +10.9% | +26.5% | +31.9% |
| 3Y | +237.9% | +24.1% | +213.8% | +202.9% |
| 5Y | +187.0% | +7.8% | +179.3% | +151.9% |
| All | +187.0% | +8.9% | +178.2% | +151.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling