+242.5%
GLDM vs HALO
+515.0%
-272.5%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | 0.0% | -1.7% |
| 7D | +0.7% | +0.5% | +0.2% | +0.7% |
| 30D | +0.3% | +5.0% | -4.7% | +0.2% |
| 3M | +0.7% | +53.1% | -52.4% | -0.5% |
| 6M | -15.4% | +60.8% | -76.2% | -16.6% |
| YTD | +1.0% | +60.9% | -59.9% | -0.4% |
| 1Y | +19.7% | +42.8% | -23.0% | +18.3% |
| 3Y | +126.5% | +181.3% | -54.7% | +119.4% |
| 5Y | +142.5% | +157.6% | -15.1% | +135.1% |
| All | +242.5% | +515.0% | -272.5% | +229.1% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling