+98.7%
GLDM vs HALO
+170.1%
-71.5%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.1% |
| 7D | -4.6% | -3.2% | -1.4% | -4.5% |
| 30D | -5.5% | -14.2% | +8.7% | -4.8% |
| 3M | -10.9% | -0.4% | -10.5% | -10.9% |
| 6M | -17.3% | +43.2% | -60.5% | -18.7% |
| YTD | -10.2% | +49.0% | -59.1% | -11.8% |
| 1Y | -6.9% | +40.8% | -47.8% | -8.6% |
| 3Y | +98.7% | +167.4% | -68.7% | +87.0% |
| All | +98.7% | +170.1% | -71.5% | +87.0% |
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 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