+218.2%
GLD vs HON
+136.6%
+81.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +1.0% |
| 7D | +0.1% | -0.6% | +0.7% | +0.2% |
| 30D | +0.2% | -15.4% | +15.6% | +1.1% |
| 3M | +3.2% | -9.1% | +12.4% | +3.7% |
| 6M | -14.6% | -17.1% | +2.4% | -14.0% |
| YTD | +1.8% | +1.5% | +0.3% | +2.0% |
| 1Y | +20.7% | -1.3% | +22.1% | +21.1% |
| 3Y | +126.5% | +19.5% | +107.0% | +125.9% |
| 5Y | +140.0% | +3.1% | +137.0% | +139.5% |
| 10Y | +218.2% | +138.4% | +79.9% | +224.3% |
| All | +218.2% | +136.6% | +81.7% | +224.3% |
Cumulative growth
Daily Returns
Daily percentage return beside HON.
Daily Out/Under-Performance
Portfolio return minus HON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HON 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 HON 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