+164.9%
GD vs HALO
+692.7%
-527.8%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -1.0% |
| 7D | +1.9% | -18.1% | +20.0% | +4.2% |
| 30D | +9.2% | -8.2% | +17.4% | +10.1% |
| 3M | -7.5% | -1.1% | -6.4% | -7.7% |
| 6M | +5.8% | +41.9% | -36.2% | +0.5% |
| YTD | +9.8% | +49.6% | -39.8% | +3.3% |
| 1Y | +5.8% | +42.5% | -36.8% | 0.0% |
| 3Y | +58.0% | +170.3% | -112.2% | +34.4% |
| 5Y | +100.4% | +158.4% | -58.0% | +68.0% |
| All | +164.9% | +692.7% | -527.8% | +86.0% |
Cumulative growth
Daily Returns
Daily percentage return beside HALO.
Daily Out/Under-Performance
Portfolio return minus HALO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HALO 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 HALO 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