-5.7%
GLD vs HON
-6.5%
+0.8%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.1% | -2.2% | +1.5% |
| 7D | +4.9% | +2.3% | +2.6% | +4.6% |
| 30D | -1.3% | +10.2% | -11.6% | -1.7% |
| All | -5.7% | -6.5% | +0.8% | -7.1% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling