+145.9%
GLDM vs HALO
+162.4%
-16.5%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.9% |
| 7D | -0.5% | +4.6% | -5.1% | -0.6% |
| 30D | +4.4% | +31.8% | -27.4% | +3.7% |
| 3M | -1.1% | +53.9% | -55.0% | -2.0% |
| 6M | -13.7% | +57.4% | -71.0% | -14.6% |
| YTD | +2.8% | +63.7% | -61.0% | +1.7% |
| 1Y | +24.8% | +50.1% | -25.3% | +23.6% |
| 3Y | +127.8% | +157.3% | -29.5% | +123.9% |
| All | +145.9% | +162.4% | -16.5% | +144.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling