+138.9%
GLD vs DHR
-28.0%
+166.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.6% | -1.7% |
| 7D | +0.7% | -0.8% | +1.6% | +0.8% |
| 30D | +0.3% | +0.2% | +0.1% | +0.3% |
| 3M | +0.6% | +12.1% | -11.4% | +0.1% |
| 6M | -15.6% | +5.4% | -21.0% | -15.8% |
| YTD | +0.9% | -10.0% | +10.8% | +1.2% |
| 1Y | +19.4% | +4.1% | +15.3% | +18.8% |
| 3Y | +124.5% | -5.2% | +129.6% | +124.1% |
| 5Y | +138.9% | -28.2% | +167.2% | +140.9% |
| All | +138.9% | -28.0% | +166.9% | +140.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling