-15.0%
GLD vs HON
+1.9%
-17.0%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.3% | -2.6% |
| 7D | +2.8% | +1.9% | +1.0% | +2.3% |
| 30D | -4.0% | +9.9% | -13.8% | -5.9% |
| 3M | -8.2% | -5.8% | -2.5% | -7.0% |
| All | -15.0% | +1.9% | -17.0% | -16.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling