+114.0%
DHI vs GGLL
+210.8%
-96.7%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.1% | +2.9% | +1.0% |
| 7D | -4.1% | +7.7% | -11.8% | -4.9% |
| 30D | +9.3% | -30.2% | +39.5% | +12.8% |
| 3M | -2.6% | -31.3% | +28.7% | +0.6% |
| 6M | +4.1% | -52.1% | +56.2% | +11.4% |
| YTD | +2.3% | -25.9% | +28.2% | +2.9% |
| 1Y | +2.7% | -8.5% | +11.2% | +0.5% |
| 3Y | +23.2% | +165.5% | -142.4% | -4.9% |
| All | +114.0% | +210.8% | -96.7% | +61.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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