+433.8%
GWW vs DBX
+16.6%
+417.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -2.9% | +0.3% | -2.2% |
| 7D | -1.5% | -1.3% | -0.2% | -1.3% |
| 30D | +1.1% | -2.9% | +4.0% | +1.5% |
| 3M | -1.0% | +23.8% | -24.8% | -5.0% |
| 6M | +16.3% | +26.2% | -9.9% | +10.5% |
| YTD | +28.5% | +21.6% | +6.9% | +22.8% |
| 1Y | +30.3% | +11.4% | +18.8% | +26.2% |
| 3Y | +91.6% | +21.3% | +70.3% | +79.3% |
| 5Y | +224.0% | +6.7% | +217.3% | +204.0% |
| All | +433.8% | +16.6% | +417.2% | +341.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling