-54.5%
GTLB vs DBX
+19.6%
-74.1%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.3% | +0.8% | +0.9% |
| 7D | -4.1% | -1.8% | -2.3% | -2.5% |
| 30D | +12.3% | +2.8% | +9.5% | +9.3% |
| 3M | +65.9% | +26.8% | +39.1% | +32.2% |
| 6M | +104.0% | +32.8% | +71.2% | +53.6% |
| YTD | +26.0% | +26.1% | 0.0% | -0.1% |
| 1Y | -3.5% | +14.1% | -17.6% | -17.8% |
| 3Y | -9.6% | +25.7% | -35.4% | -38.5% |
| All | -54.5% | +19.6% | -74.1% | -71.7% |
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