+138.9%
GLD vs HON
+4.8%
+134.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.1% | -1.7% |
| 7D | +0.7% | -0.8% | +1.6% | +0.8% |
| 30D | +0.3% | -15.2% | +15.5% | +2.3% |
| 3M | +0.6% | -6.0% | +6.6% | +1.2% |
| 6M | -15.6% | -14.9% | -0.7% | -14.3% |
| YTD | +0.9% | +3.2% | -2.3% | +1.0% |
| 1Y | +19.4% | 0.0% | +19.4% | +19.8% |
| 3Y | +124.5% | +21.5% | +103.0% | +120.7% |
| 5Y | +138.9% | +4.0% | +134.9% | +134.3% |
| All | +138.9% | +4.8% | +134.1% | +134.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling