-18.0%
GIS vs DBX
+20.4%
-38.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.4% | 0.0% | -2.3% |
| 7D | -7.8% | -2.4% | -5.4% | -7.6% |
| 30D | +6.6% | -0.5% | +7.1% | +6.5% |
| 3M | +21.0% | +28.1% | -7.1% | +18.9% |
| 6M | -9.1% | +33.1% | -42.2% | -9.9% |
| YTD | -13.6% | +25.3% | -38.9% | -14.1% |
| 1Y | -18.0% | +18.3% | -36.4% | -18.5% |
| All | -18.0% | +20.4% | -38.5% | -18.5% |
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 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