+14.7%
GTLB vs DBX
+20.4%
-5.8%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.4% | +3.5% | +2.7% |
| 7D | +11.1% | -2.4% | +13.5% | +12.7% |
| 30D | +37.8% | -0.5% | +38.3% | +38.1% |
| 3M | +61.6% | +28.1% | +33.5% | +37.7% |
| 6M | +98.9% | +33.1% | +65.8% | +61.8% |
| YTD | +32.8% | +25.3% | +7.5% | +8.4% |
| 1Y | +14.7% | +18.3% | -3.7% | -3.8% |
| All | +14.7% | +20.4% | -5.8% | -3.8% |
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 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