+47.6%
GSK vs DBX
+23.5%
+24.1%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.3% | -2.1% | +0.2% |
| 7D | -3.6% | +0.3% | -3.8% | -3.6% |
| 30D | -5.9% | 0.0% | -5.9% | -5.9% |
| 3M | -4.3% | +26.1% | -30.4% | -4.2% |
| 6M | -10.8% | +29.4% | -40.2% | -10.5% |
| YTD | +1.8% | +24.4% | -22.6% | +2.2% |
| 1Y | +23.5% | +10.9% | +12.6% | +24.5% |
| All | +47.6% | +23.5% | +24.1% | +43.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling