+132.3%
HON vs GME
+285.6%
-153.3%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.7% | -3.6% | 0.0% |
| 7D | -3.5% | +10.4% | -13.8% | -3.7% |
| 30D | -13.8% | +14.1% | -27.8% | -14.0% |
| 3M | -11.7% | -4.6% | -7.0% | -11.6% |
| 6M | -18.7% | -13.5% | -5.2% | -18.5% |
| YTD | +0.2% | +5.3% | -5.1% | 0.0% |
| 1Y | -3.1% | -14.9% | +11.8% | -2.8% |
| 3Y | +17.0% | +24.3% | -7.3% | +12.5% |
| 5Y | +2.0% | -55.6% | +57.6% | -1.0% |
| All | +132.3% | +285.6% | -153.3% | +50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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