+208.4%
GLD vs DHR
+246.3%
-37.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.4% | -3.1% | -2.7% |
| 7D | +2.8% | +2.6% | +0.2% | +2.7% |
| 30D | -4.0% | +7.4% | -11.4% | -4.3% |
| 3M | -8.2% | +13.0% | -21.2% | -8.8% |
| 6M | -14.8% | +38.5% | -53.3% | -16.2% |
| YTD | -6.8% | +3.8% | -10.6% | -7.2% |
| 1Y | -2.4% | +12.6% | -15.0% | -3.1% |
| 3Y | +105.8% | +22.0% | +83.8% | +102.7% |
| 5Y | +113.3% | -9.5% | +122.9% | +112.6% |
| 10Y | +208.4% | +249.4% | -40.9% | +199.7% |
| All | +208.4% | +246.3% | -37.8% | +199.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DHR.
Daily Out/Under-Performance
Portfolio return minus DHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHR 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 10y: compounded portfolio wealth divided by compounded DHR 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…
10y analysis · Full analysis span regression · 6 months rolling