-2.2%
DHR vs GGLL
+195.8%
-198.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.5% | -0.4% | +1.8% |
| 7D | +3.1% | +6.3% | -3.2% | +2.4% |
| 30D | +7.0% | -35.1% | +42.1% | +11.6% |
| 3M | +15.0% | -37.7% | +52.7% | +20.4% |
| 6M | +37.9% | -54.1% | +92.0% | +48.8% |
| YTD | +3.3% | -29.4% | +32.7% | +4.1% |
| 1Y | +12.8% | -13.4% | +26.2% | +10.0% |
| 3Y | +22.4% | +158.3% | -135.9% | -7.5% |
| All | -2.2% | +195.8% | -198.0% | -31.6% |
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 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