+5,431.0%
HON vs GFI
+660.1%
+4,770.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.9% | +1.5% | -1.3% |
| 7D | -2.6% | -5.1% | +2.5% | -2.5% |
| 30D | -11.9% | +13.4% | -25.3% | -12.3% |
| 3M | -6.1% | +36.2% | -42.3% | -7.1% |
| 6M | -19.2% | -9.8% | -9.4% | -19.1% |
| YTD | +0.2% | +7.7% | -7.5% | -0.4% |
| 1Y | -1.5% | +27.2% | -28.7% | -2.7% |
| 3Y | +17.9% | +300.3% | -282.4% | +12.0% |
| 5Y | +1.9% | +539.8% | -537.8% | -5.1% |
| 10Y | +135.2% | +1,058.5% | -923.3% | +111.8% |
| All | +5,431.0% | +660.1% | +4,770.9% | +5,164.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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