+1,704.0%
GS vs HON
+595.5%
+1,108.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.3% | -1.5% |
| 7D | -3.2% | +0.8% | -4.0% | -3.6% |
| 30D | -2.4% | +5.7% | -8.1% | -5.6% |
| 3M | -15.7% | -8.3% | -7.4% | -11.7% |
| 6M | -6.8% | -2.4% | -4.3% | -6.8% |
| YTD | -0.1% | +9.0% | -9.1% | -6.8% |
| 1Y | +12.1% | +9.2% | +2.9% | +4.4% |
| 3Y | +185.8% | +26.3% | +159.5% | +140.7% |
| 5Y | +140.1% | +9.1% | +131.0% | +119.3% |
| 10Y | +505.2% | +163.4% | +341.8% | +239.4% |
| All | +1,704.0% | +595.5% | +1,108.5% | +422.1% |
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 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