+59.6%
DHI vs GLDM
+141.3%
-81.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.7% | -1.3% | -2.6% |
| 7D | -2.0% | +0.7% | -2.8% | -2.2% |
| 30D | -8.3% | +0.3% | -8.7% | -8.4% |
| 3M | -3.7% | +0.7% | -4.4% | -3.9% |
| 6M | -5.4% | -15.4% | +10.0% | -2.4% |
| YTD | -3.0% | +1.0% | -4.0% | -4.1% |
| 1Y | -23.8% | +19.7% | -43.6% | -28.3% |
| 3Y | +21.8% | +126.5% | -104.7% | -8.1% |
| 5Y | +59.6% | +142.5% | -82.9% | +8.3% |
| All | +59.6% | +141.3% | -81.7% | +8.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling