+218.2%
GLD vs DHR
+209.6%
+8.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | +0.1% | -2.4% | +2.6% | +0.3% |
| 30D | +0.2% | -2.2% | +2.4% | +0.3% |
| 3M | +3.2% | +9.0% | -5.7% | +2.8% |
| 6M | -14.6% | +3.5% | -18.1% | -14.8% |
| YTD | +1.8% | -10.1% | +11.9% | +2.1% |
| 1Y | +20.7% | +6.2% | +14.6% | +20.1% |
| 3Y | +126.5% | -5.4% | +131.9% | +126.0% |
| 5Y | +140.0% | -27.9% | +167.9% | +141.7% |
| 10Y | +218.2% | +215.7% | +2.5% | +214.0% |
| All | +218.2% | +209.6% | +8.6% | +214.0% |
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