+137.0%
DHR vs GLDM
+241.3%
-104.3%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.3% |
| 7D | -3.6% | -2.0% | -1.6% | -3.4% |
| 30D | -2.7% | -1.5% | -1.2% | -2.6% |
| 3M | +10.9% | +3.3% | +7.6% | +10.6% |
| 6M | +3.0% | -16.2% | +19.2% | +5.3% |
| YTD | -12.2% | +0.7% | -12.9% | -12.8% |
| 1Y | +3.3% | +19.4% | -16.1% | -0.6% |
| 3Y | -8.2% | +125.5% | -133.7% | -23.2% |
| 5Y | -29.9% | +142.0% | -171.9% | -43.0% |
| All | +137.0% | +241.3% | -104.3% | +100.7% |
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