-10.0%
DHR vs GLDM
+107.1%
-117.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.2% | +0.4% |
| 7D | +1.2% | -4.6% | +5.8% | +1.8% |
| 30D | +3.7% | -5.5% | +9.2% | +4.4% |
| 3M | +14.5% | -10.9% | +25.4% | +16.0% |
| 6M | +40.9% | -17.3% | +58.3% | +44.0% |
| YTD | +2.4% | -10.2% | +12.6% | +2.8% |
| 1Y | +6.1% | -6.9% | +13.1% | +5.9% |
| 3Y | +21.0% | +98.7% | -77.6% | -3.3% |
| All | -10.0% | +107.1% | -117.1% | -34.9% |
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