+40.1%
GILD vs DBX
+22.6%
+17.5%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.9% | -3.0% | -4.0% |
| 7D | +1.2% | -1.5% | +2.7% | +1.1% |
| 30D | +16.2% | +6.0% | +10.2% | +16.3% |
| 3M | +27.9% | +2.2% | +25.7% | +28.0% |
| 6M | +27.1% | +40.7% | -13.7% | +30.6% |
| YTD | +39.0% | +28.6% | +10.3% | +41.1% |
| 1Y | +40.1% | +22.8% | +17.3% | +41.3% |
| All | +40.1% | +22.6% | +17.5% | +41.3% |
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