-4.9%
GTLB vs DBX
+13.9%
-18.8%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.3% | +0.8% | +1.2% |
| 7D | -4.1% | -1.8% | -2.3% | -2.9% |
| 30D | +12.3% | +2.8% | +9.5% | +10.3% |
| 3M | +65.9% | +26.8% | +39.1% | +42.4% |
| 6M | +104.0% | +32.8% | +71.2% | +65.6% |
| YTD | +26.0% | +26.1% | 0.0% | +2.0% |
| All | -4.9% | +13.9% | -18.8% | -19.5% |
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