+267.2%
DHI vs GLDM
+239.3%
+27.9%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.7% | -0.7% | -1.9% |
| 7D | -6.1% | -3.4% | -2.7% | -5.2% |
| 30D | -10.1% | -1.1% | -9.0% | -9.8% |
| 3M | -7.3% | +5.9% | -13.2% | -8.9% |
| 6M | -6.1% | -16.9% | +10.8% | -1.4% |
| YTD | -5.0% | +0.2% | -5.2% | -6.4% |
| 1Y | -22.1% | +18.6% | -40.7% | -28.0% |
| 3Y | +19.2% | +124.6% | -105.4% | -15.6% |
| 5Y | +59.4% | +140.6% | -81.2% | +7.0% |
| All | +267.2% | +239.3% | +27.9% | +116.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 10y: compounded portfolio wealth divided by compounded GLDM 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…
10y analysis · Full analysis span regression · 6 months rolling