-8.7%
DHR vs GLDM
+128.8%
-137.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.5% |
| 7D | -3.9% | -0.5% | -3.4% | -3.9% |
| 30D | +4.0% | +4.4% | -0.4% | +3.9% |
| 3M | +11.5% | -1.1% | +12.6% | +11.8% |
| 6M | +1.9% | -13.7% | +15.5% | +2.7% |
| YTD | -8.9% | +2.8% | -11.7% | -9.1% |
| 1Y | +5.1% | +24.8% | -19.7% | +2.4% |
| All | -8.7% | +128.8% | -137.4% | -23.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling