I made a GUI library for games. My test demo runs at 60 fps. When I run this demo with the static version of my library it takes 2-3% cpu in taskmanager. When I use the DLL vers
You will have the overhead of loading the DLL (should be just once at the beginning). It isn't statically linked in with direct calls, so I would expect a small amount of overhead but not much.
However, some DLLs will have much higher overheads. I'm thinking of COM objects although there may be other examples. COM adds a lot of overhead on function calls between objects.
If you call DLL-functions they cannot be inlined for a caller. You should think a little about your DLL-boundaries.
May be it is better for your application to have a small bootstrap exe which just executes a main loop in your DLL. This way you can avoid much overhead for function calls.
Do not start your performance timer until the DLL has had opportunity to execute its functionality one time. This gives it time to load into memory. Then start the timer and check performance. It should then basically match that of the static lib.
Also keep in mind that the load-location of the DLL can greatly affect how quickly it loads. The default base addres for DLLs is 0x400000. If you already have some other DLL in that location, then the load process must perform an expensive re-addressing step which will throw off your timing even more.
If you have such a conflict, just choose a different base address in Visual Studio.
It's a little unclear as to what's being statically/dynamically linked. Is the DLL of your lib statically linked with its dependencies? Is it possible that the DLL is calling other DLLs (that will be slow)? Maybe try running a profiler from valgrind on your executable to determine where all the CPU usage is coming from.