+816.6%
GLD vs HON
+901.4%
-84.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -0.9% |
| 7D | -0.5% | -3.6% | +3.1% | -0.4% |
| 30D | +4.4% | -15.3% | +19.7% | +5.0% |
| 3M | -1.1% | -7.9% | +6.8% | -0.8% |
| 6M | -13.8% | -18.1% | +4.3% | -13.3% |
| YTD | +2.6% | +3.8% | -1.2% | +2.6% |
| 1Y | +24.5% | +0.5% | +24.0% | +24.6% |
| 3Y | +125.8% | +19.8% | +106.1% | +124.8% |
| 5Y | +137.8% | +2.9% | +134.9% | +137.1% |
| 10Y | +221.4% | +134.6% | +86.7% | +214.6% |
| All | +816.6% | +901.4% | -84.8% | +696.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling