+652.8%
GS vs HON
+136.4%
+516.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | -0.6% |
| 7D | +0.9% | -3.6% | +4.5% | +3.6% |
| 30D | -1.6% | -15.3% | +13.7% | +10.6% |
| 3M | -4.5% | -7.9% | +3.4% | -0.1% |
| 6M | +20.9% | -18.1% | +38.9% | +37.4% |
| YTD | +19.9% | +3.8% | +16.1% | +13.1% |
| 1Y | +41.4% | +0.5% | +40.9% | +35.9% |
| 3Y | +239.2% | +19.8% | +219.4% | +177.0% |
| 5Y | +185.0% | +2.9% | +182.1% | +159.5% |
| All | +652.8% | +136.4% | +516.4% | +275.1% |
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