-24.8%
GIS vs DBX
+15.5%
-40.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.4% |
| 7D | -6.4% | +2.1% | -8.5% | -6.5% |
| 30D | -6.1% | +5.7% | -11.8% | -6.6% |
| 3M | +7.8% | +31.8% | -24.0% | +5.9% |
| 6M | -8.8% | +37.5% | -46.2% | -9.7% |
| YTD | -19.1% | +27.9% | -47.0% | -19.7% |
| 1Y | -24.8% | +15.0% | -39.8% | -26.4% |
| All | -24.8% | +15.5% | -40.3% | -26.4% |
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