+18.3%
GIS vs DBX
+16.6%
+1.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.9% | +1.4% | -1.5% |
| 7D | -8.3% | -1.3% | -7.0% | -8.2% |
| 30D | +2.2% | -2.9% | +5.0% | +2.3% |
| 3M | +15.7% | +23.8% | -8.1% | +14.8% |
| 6M | -12.0% | +26.2% | -38.2% | -12.7% |
| YTD | -15.0% | +21.6% | -36.6% | -15.6% |
| 1Y | -20.1% | +11.4% | -31.6% | -20.5% |
| 3Y | -34.6% | +21.3% | -55.9% | -35.5% |
| 5Y | -22.8% | +6.7% | -29.5% | -23.7% |
| All | +18.3% | +16.6% | +1.7% | +9.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling