-54.8%
GTLB vs DBX
+21.4%
-76.1%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.1% | -2.0% |
| 7D | -5.7% | +2.1% | -7.8% | -7.5% |
| 30D | +15.1% | +5.7% | +9.4% | +9.1% |
| 3M | +65.5% | +31.8% | +33.7% | +27.2% |
| 6M | +102.9% | +37.5% | +65.4% | +47.8% |
| YTD | +25.2% | +27.9% | -2.7% | -2.1% |
| 1Y | -5.5% | +15.0% | -20.6% | -20.1% |
| 3Y | -10.9% | +27.2% | -38.1% | -39.9% |
| All | -54.8% | +21.4% | -76.1% | -72.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling