+296.0%
GDX vs HALO
+979.6%
-683.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.1% |
| 7D | -2.2% | -2.7% | +0.5% | -1.9% |
| 30D | +6.8% | +5.3% | +1.4% | +6.2% |
| 3M | +24.9% | +51.6% | -26.6% | +19.8% |
| 6M | -4.2% | +61.3% | -65.5% | -8.7% |
| YTD | +13.2% | +59.3% | -46.1% | +8.0% |
| 1Y | +40.2% | +38.3% | +1.9% | +35.3% |
| 3Y | +249.6% | +185.9% | +63.7% | +212.3% |
| 5Y | +230.4% | +159.9% | +70.4% | +195.5% |
| All | +296.0% | +979.6% | -683.6% | +237.0% |
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