+98.7%
DHI vs GGLL
+313.5%
-214.8%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.1% | -3.5% | -2.5% |
| 7D | -6.1% | -5.8% | -0.3% | -5.5% |
| 30D | -10.1% | -7.2% | -2.9% | -9.3% |
| 3M | -7.3% | -17.5% | +10.2% | -5.9% |
| 6M | -6.1% | +5.1% | -11.2% | -8.1% |
| YTD | -5.0% | -1.3% | -3.7% | -6.6% |
| 1Y | -22.1% | +60.2% | -82.3% | -28.3% |
| 3Y | +19.2% | +230.8% | -211.6% | -8.8% |
| All | +98.7% | +313.5% | -214.8% | +46.6% |
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