+219.4%
GLDM vs HALO
+488.5%
-269.1%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -15.7% | +14.9% | -0.3% |
| 7D | +4.7% | -20.8% | +25.5% | +5.4% |
| 30D | -0.9% | -6.5% | +5.6% | -0.7% |
| 3M | -4.3% | +20.8% | -25.1% | -4.9% |
| 6M | -13.4% | +56.2% | -69.6% | -14.6% |
| YTD | -5.8% | +54.0% | -59.8% | -7.0% |
| 1Y | +2.1% | +51.5% | -49.5% | +0.7% |
| 3Y | +105.0% | +193.9% | -88.9% | +98.4% |
| 5Y | +122.5% | +154.6% | -32.1% | +115.7% |
| All | +219.4% | +488.5% | -269.1% | +207.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling