+800.7%
GLD vs DHI
+603.0%
+197.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.0% | +1.3% | -1.7% |
| 7D | +0.7% | -2.0% | +2.8% | +0.8% |
| 30D | +0.3% | -8.3% | +8.6% | +0.5% |
| 3M | +0.6% | -3.7% | +4.3% | +0.7% |
| 6M | -15.6% | -5.4% | -10.2% | -15.5% |
| YTD | +0.9% | -3.0% | +3.9% | +0.9% |
| 1Y | +19.4% | -23.8% | +43.2% | +19.8% |
| 3Y | +124.5% | +21.8% | +102.7% | +123.3% |
| 5Y | +138.9% | +59.6% | +79.3% | +136.3% |
| 10Y | +213.3% | +391.2% | -177.9% | +206.8% |
| All | +800.7% | +603.0% | +197.7% | +775.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling