+478.5%
GS vs HON
+167.2%
+311.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +4.1% | +0.6% | +1.7% |
| 7D | +0.8% | +2.3% | -1.5% | -0.8% |
| 30D | +1.2% | +10.2% | -9.0% | -5.7% |
| 3M | -12.4% | -6.7% | -5.7% | -8.3% |
| 6M | -2.3% | +3.3% | -5.7% | -6.6% |
| YTD | +4.6% | +13.4% | -8.8% | -7.7% |
| 1Y | +17.5% | +14.7% | +2.8% | +2.7% |
| 3Y | +202.0% | +33.4% | +168.6% | +126.4% |
| 5Y | +152.4% | +12.7% | +139.6% | +114.4% |
| 10Y | +478.5% | +164.1% | +314.4% | +148.2% |
| All | +478.5% | +167.2% | +311.3% | +148.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling