+33.1%
HON vs GGLL
+195.8%
-162.7%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.5% | +1.6% | +3.9% |
| 7D | +2.3% | +6.3% | -4.0% | +1.9% |
| 30D | +10.2% | -35.1% | +45.3% | +13.5% |
| 3M | -6.7% | -37.7% | +31.0% | -3.8% |
| 6M | +3.3% | -54.1% | +57.4% | +9.1% |
| YTD | +13.4% | -29.4% | +42.9% | +13.9% |
| 1Y | +14.7% | -13.4% | +28.1% | +12.4% |
| 3Y | +33.4% | +158.3% | -124.9% | +9.4% |
| All | +33.1% | +195.8% | -162.7% | +8.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling