-25.2%
GIS vs DBX
+8.4%
-33.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.3% | -4.4% | -3.1% |
| 7D | -8.4% | -1.8% | -6.6% | -8.4% |
| 30D | -5.2% | +2.8% | -8.0% | -5.2% |
| 3M | +8.2% | +26.8% | -18.6% | +8.2% |
| 6M | -12.0% | +32.8% | -44.8% | -11.8% |
| YTD | -18.9% | +26.1% | -45.0% | -18.7% |
| 1Y | -23.6% | +14.1% | -37.8% | -23.6% |
| 3Y | -37.6% | +25.7% | -63.3% | -37.6% |
| 5Y | -25.2% | +11.2% | -36.4% | -25.6% |
| All | -25.2% | +8.4% | -33.6% | -25.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling