+21.0%
HON vs GGLL
+328.4%
-307.3%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.6% |
| 7D | -0.8% | +1.9% | -2.7% | -1.0% |
| 30D | -15.2% | -9.7% | -5.4% | -14.5% |
| 3M | -6.0% | -18.0% | +12.0% | -4.8% |
| 6M | -14.9% | +15.3% | -30.1% | -17.3% |
| YTD | +3.2% | +2.2% | +1.0% | +1.3% |
| 1Y | 0.0% | +73.1% | -73.1% | -7.8% |
| 3Y | +21.5% | +242.7% | -221.2% | -1.6% |
| All | +21.0% | +328.4% | -307.3% | -3.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling