+305.5%
DHI vs GLDM
+216.5%
+89.0%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.6% | -1.2% | -3.0% |
| 7D | +3.1% | +2.9% | +0.2% | +2.3% |
| 30D | +11.0% | -3.9% | +14.9% | +12.2% |
| 3M | +2.1% | -8.1% | +10.2% | +4.5% |
| 6M | +1.7% | -14.7% | +16.4% | +6.2% |
| YTD | +4.9% | -6.6% | +11.4% | +5.4% |
| 1Y | +4.8% | -2.1% | +6.8% | +3.6% |
| 3Y | +25.9% | +107.7% | -81.8% | -8.8% |
| 5Y | +66.0% | +116.5% | -50.5% | +15.5% |
| All | +305.5% | +216.5% | +89.0% | +144.1% |
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