+95.5%
GSK vs DBX
+20.1%
+75.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.4% | +0.5% | -1.7% |
| 7D | -1.8% | -2.4% | +0.6% | -1.6% |
| 30D | -2.2% | -0.5% | -1.7% | -2.2% |
| 3M | -1.8% | +28.1% | -29.9% | -3.9% |
| 6M | -10.6% | +33.1% | -43.7% | -13.1% |
| YTD | +4.4% | +25.3% | -20.9% | +2.1% |
| 1Y | +30.4% | +18.3% | +12.1% | +27.9% |
| 3Y | +60.1% | +25.0% | +35.1% | +54.1% |
| 5Y | +46.8% | +7.5% | +39.3% | +41.5% |
| All | +95.5% | +20.1% | +75.4% | +74.0% |
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