+816.6%
GLD vs DHR
+1,676.6%
-860.0%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.8% |
| 7D | -0.5% | -3.9% | +3.4% | -0.4% |
| 30D | +4.4% | +4.0% | +0.4% | +4.3% |
| 3M | -1.1% | +11.5% | -12.6% | -1.5% |
| 6M | -13.8% | +1.9% | -15.6% | -13.9% |
| YTD | +2.6% | -8.9% | +11.5% | +2.8% |
| 1Y | +24.5% | +5.1% | +19.4% | +24.1% |
| 3Y | +125.8% | -10.3% | +136.1% | +125.8% |
| 5Y | +137.8% | -27.8% | +165.6% | +138.7% |
| 10Y | +221.4% | +203.6% | +17.8% | +211.6% |
| All | +816.6% | +1,676.6% | -860.0% | +697.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling