+53.9%
GD vs HALO
+193.0%
-139.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -15.7% | +15.1% | +0.8% |
| 7D | -5.0% | -20.8% | +15.9% | -3.1% |
| 30D | +8.9% | -6.5% | +15.4% | +9.4% |
| 3M | -8.0% | +20.8% | -28.9% | -10.1% |
| 6M | +2.9% | +56.2% | -53.3% | -2.0% |
| YTD | +7.1% | +54.0% | -46.9% | +1.8% |
| 1Y | +5.9% | +51.5% | -45.6% | +0.8% |
| 3Y | +53.9% | +193.9% | -140.0% | +37.1% |
| All | +53.9% | +193.0% | -139.1% | +37.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling