+190.6%
GD vs HALO
+928.6%
-738.0%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.6% |
| 7D | -3.5% | +0.5% | -4.0% | -3.5% |
| 30D | -9.0% | +5.0% | -14.1% | -9.7% |
| 3M | +5.1% | +53.1% | -48.1% | -0.9% |
| 6M | -1.0% | +60.8% | -61.8% | -7.4% |
| YTD | +7.3% | +60.9% | -53.6% | +0.2% |
| 1Y | +12.4% | +42.8% | -30.4% | +6.5% |
| 3Y | +73.7% | +181.3% | -107.6% | +46.6% |
| 5Y | +93.8% | +157.6% | -63.8% | +62.4% |
| 10Y | +190.6% | +910.4% | -719.8% | +89.9% |
| All | +190.6% | +928.6% | -738.0% | +89.9% |
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