+177.4%
GD vs HALO
+922.0%
-744.7%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.7% | +2.9% | +2.3% |
| 7D | -3.0% | -20.2% | +17.1% | -0.5% |
| 30D | +9.3% | -6.8% | +16.1% | +10.0% |
| 3M | -7.2% | -0.2% | -7.0% | -7.5% |
| 6M | +5.5% | +60.5% | -55.1% | -1.4% |
| YTD | +9.5% | +52.9% | -43.4% | +2.7% |
| 1Y | +6.4% | +50.8% | -44.4% | -0.1% |
| 3Y | +59.8% | +180.6% | -120.7% | +35.1% |
| 5Y | +98.0% | +166.6% | -68.6% | +65.2% |
| 10Y | +177.4% | +801.2% | -623.8% | +92.4% |
| All | +177.4% | +922.0% | -744.7% | +92.4% |
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