+221.8%
GWW vs DBX
+8.4%
+213.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.3% | -1.9% | -0.8% |
| 7D | -3.1% | -1.8% | -1.3% | -2.9% |
| 30D | -2.3% | +2.8% | -5.2% | -2.9% |
| 3M | -3.3% | +26.8% | -30.1% | -7.5% |
| 6M | +15.4% | +32.8% | -17.4% | +8.9% |
| YTD | +26.7% | +26.1% | +0.7% | +20.7% |
| 1Y | +29.0% | +14.1% | +14.8% | +25.1% |
| 3Y | +89.0% | +25.7% | +63.3% | +75.0% |
| 5Y | +221.8% | +11.2% | +210.6% | +196.1% |
| All | +221.8% | +8.4% | +213.3% | +196.1% |
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