+12.6%
GTLB vs HALO
+92.7%
-80.1%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -0.2% |
| 7D | -9.7% | +0.2% | -9.9% | -9.7% |
| 30D | +1.7% | +20.3% | -18.7% | -0.3% |
| 3M | +43.6% | +56.6% | -13.0% | +37.3% |
| 6M | +113.0% | +101.9% | +11.1% | +107.4% |
| YTD | +39.5% | +93.7% | -54.1% | +35.5% |
| 1Y | +12.6% | +91.5% | -78.9% | +9.6% |
| All | +12.6% | +92.7% | -80.1% | +9.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling