-27.3%
DHR vs GLDM
+143.3%
-170.6%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.5% |
| 7D | -3.9% | -0.5% | -3.4% | -3.8% |
| 30D | +4.0% | +4.4% | -0.4% | +3.6% |
| 3M | +11.5% | -1.1% | +12.6% | +11.7% |
| 6M | +1.9% | -13.7% | +15.5% | +3.6% |
| YTD | -8.9% | +2.8% | -11.7% | -9.8% |
| 1Y | +5.1% | +24.8% | -19.7% | +0.1% |
| 3Y | -10.3% | +127.8% | -138.1% | -28.0% |
| All | -27.3% | +143.3% | -170.6% | -46.1% |
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