+180.1%
DHR vs GLDM
+216.5%
-36.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.6% | +3.1% | +0.7% |
| 7D | +2.6% | +2.9% | -0.3% | +2.2% |
| 30D | +7.4% | -3.9% | +11.3% | +7.9% |
| 3M | +13.0% | -8.1% | +21.1% | +14.1% |
| 6M | +38.5% | -14.7% | +53.2% | +41.1% |
| YTD | +3.8% | -6.6% | +10.3% | +3.9% |
| 1Y | +12.6% | -2.1% | +14.7% | +12.0% |
| 3Y | +22.0% | +107.7% | -85.7% | +3.2% |
| 5Y | -9.5% | +116.5% | -126.0% | -25.4% |
| All | +180.1% | +216.5% | -36.4% | +139.3% |
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 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