+168.5%
DHR vs GLDM
+221.7%
-53.2%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.8% | -4.5% | -3.8% |
| 7D | -4.5% | +1.9% | -6.4% | -4.7% |
| 30D | +5.0% | -1.7% | +6.7% | +5.2% |
| 3M | +13.6% | -3.5% | +17.1% | +14.1% |
| 6M | +30.1% | -10.1% | +40.2% | +31.8% |
| YTD | -0.5% | -5.0% | +4.5% | -0.6% |
| 1Y | +7.4% | +2.8% | +4.7% | +6.1% |
| 3Y | +16.4% | +105.1% | -88.7% | -1.2% |
| 5Y | -10.3% | +124.3% | -134.6% | -26.4% |
| All | +168.5% | +221.7% | -53.2% | +128.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling