+167.9%
GILD vs DBX
+22.6%
+145.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.5% | -2.2% | -0.9% |
| 7D | -4.8% | +2.1% | -6.9% | -5.1% |
| 30D | +5.8% | +5.7% | 0.0% | +4.9% |
| 3M | +14.9% | +31.8% | -16.9% | +10.7% |
| 6M | -0.4% | +37.5% | -37.8% | -5.0% |
| YTD | +18.5% | +27.9% | -9.4% | +14.0% |
| 1Y | +25.1% | +15.0% | +10.1% | +21.9% |
| 3Y | +105.9% | +27.2% | +78.7% | +94.3% |
| 5Y | +143.0% | +12.8% | +130.2% | +129.4% |
| All | +167.9% | +22.6% | +145.3% | +126.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling