+21.0%
DHR vs GGLL
+166.5%
-145.5%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.1% | +2.5% | +0.5% |
| 7D | +1.2% | +7.7% | -6.5% | +0.6% |
| 30D | +3.7% | -30.2% | +33.9% | +6.2% |
| 3M | +14.5% | -31.3% | +45.8% | +17.2% |
| 6M | +40.9% | -52.1% | +93.0% | +48.4% |
| YTD | +2.4% | -25.9% | +28.3% | +2.3% |
| 1Y | +6.1% | -8.5% | +14.6% | +3.7% |
| 3Y | +21.0% | +165.5% | -144.5% | +2.8% |
| All | +21.0% | +166.5% | -145.5% | +2.8% |
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