-14.8%
DHR vs GGLL
+328.4%
-343.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.2% |
| 7D | -0.8% | +1.9% | -2.7% | -1.0% |
| 30D | +0.2% | -9.7% | +10.0% | +1.4% |
| 3M | +12.1% | -18.0% | +30.1% | +13.8% |
| 6M | +5.4% | +15.3% | -9.8% | +1.2% |
| YTD | -10.0% | +2.2% | -12.2% | -12.3% |
| 1Y | +4.1% | +73.1% | -69.0% | -6.9% |
| 3Y | -5.2% | +242.7% | -247.9% | -29.6% |
| All | -14.8% | +328.4% | -343.1% | -42.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling