+755.2%
GLD vs HON
+994.0%
-238.8%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.1% | -2.2% | +1.7% |
| 7D | +4.9% | +2.3% | +2.6% | +4.8% |
| 30D | -1.3% | +10.2% | -11.6% | -1.7% |
| 3M | -4.8% | -6.7% | +2.0% | -4.5% |
| 6M | -12.5% | +3.3% | -15.8% | -12.7% |
| YTD | -4.2% | +13.4% | -17.7% | -4.6% |
| 1Y | +3.0% | +14.7% | -11.7% | +2.6% |
| 3Y | +109.1% | +33.4% | +75.7% | +107.3% |
| 5Y | +121.6% | +12.7% | +108.8% | +120.2% |
| 10Y | +212.2% | +164.1% | +48.1% | +204.4% |
| All | +755.2% | +994.0% | -238.8% | +640.9% |
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