+23.0%
GSK vs DBX
+12.7%
+10.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.4% | -0.9% |
| 7D | -5.4% | -1.8% | -3.6% | -5.6% |
| 30D | -4.6% | +2.8% | -7.5% | -4.3% |
| 3M | -5.1% | +26.8% | -31.9% | -2.3% |
| 6M | -11.4% | +32.8% | -44.2% | -7.4% |
| YTD | +0.7% | +26.1% | -25.4% | +4.2% |
| 1Y | +23.0% | +14.1% | +8.9% | +21.5% |
| All | +23.0% | +12.7% | +10.3% | +21.5% |
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