+1,061.9%
HON vs GME
+1,066.0%
-4.1%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.8% | -0.6% |
| 7D | -0.8% | +0.4% | -1.3% | -0.9% |
| 30D | -15.2% | -1.4% | -13.8% | -15.1% |
| 3M | -6.0% | -15.1% | +9.2% | -5.2% |
| 6M | -14.9% | -22.5% | +7.6% | -13.9% |
| YTD | +3.2% | -5.9% | +9.1% | +3.2% |
| 1Y | 0.0% | -18.6% | +18.7% | +0.8% |
| 3Y | +21.5% | +6.7% | +14.8% | +11.2% |
| 5Y | +4.0% | -62.0% | +66.0% | -2.5% |
| 10Y | +138.4% | +239.5% | -101.1% | +4.0% |
| All | +1,061.9% | +1,066.0% | -4.1% | +244.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling