+286.7%
DHI vs GLDM
+248.1%
+38.5%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.9% | -0.3% | -0.9% |
| 7D | -3.1% | -0.5% | -2.6% | -3.0% |
| 30D | -5.5% | +4.4% | -9.9% | -6.6% |
| 3M | -2.2% | -1.1% | -1.1% | -2.1% |
| 6M | -6.0% | -13.7% | +7.7% | -2.3% |
| YTD | 0.0% | +2.8% | -2.8% | -2.2% |
| 1Y | -18.2% | +24.8% | -43.1% | -25.7% |
| 3Y | +22.5% | +127.8% | -105.3% | -13.5% |
| 5Y | +58.4% | +141.1% | -82.8% | +6.7% |
| All | +286.7% | +248.1% | +38.5% | +126.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling