+19.9%
DHR vs GGLL
+154.9%
-135.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.3% | +1.6% |
| 7D | -0.9% | +3.1% | -4.0% | -1.1% |
| 30D | +5.4% | -36.3% | +41.7% | +8.7% |
| 3M | +15.3% | -40.4% | +55.7% | +19.4% |
| 6M | +32.1% | -54.6% | +86.8% | +39.7% |
| YTD | +1.2% | -31.1% | +32.3% | +1.7% |
| 1Y | +10.1% | -19.2% | +29.3% | +8.7% |
| 3Y | +19.9% | +151.5% | -131.7% | +2.0% |
| All | +19.9% | +154.9% | -135.1% | +2.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling