+13.1%
HON vs GGLL
-11.6%
+24.7%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +6.5% | -4.5% | +1.9% |
| 7D | +4.2% | -23.1% | +27.3% | +4.2% |
| 30D | +6.7% | -32.9% | +39.6% | +6.9% |
| 3M | -7.9% | -44.9% | +37.0% | -7.5% |
| 6M | +4.8% | -49.5% | +54.3% | +6.5% |
| YTD | +13.2% | -28.9% | +42.1% | +11.3% |
| 1Y | +13.1% | -12.2% | +25.3% | +10.0% |
| All | +13.1% | -11.6% | +24.7% | +10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 1y: compounded portfolio wealth divided by compounded GGLL 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…
1y analysis · Full analysis span regression · 6 months rolling