+122.2%
GLD vs DHI
+19.0%
+103.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.4% | +0.7% | -1.6% |
| 7D | -3.4% | -6.1% | +2.7% | -3.0% |
| 30D | -1.1% | -10.1% | +8.9% | -0.5% |
| 3M | +5.8% | -7.3% | +13.1% | +6.2% |
| 6M | -17.1% | -6.1% | -10.9% | -16.9% |
| YTD | 0.0% | -5.0% | +5.1% | +0.1% |
| 1Y | +18.2% | -22.1% | +40.3% | +19.4% |
| All | +122.2% | +19.0% | +103.1% | +119.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 DHI 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