-10.3%
GTLB vs HALO
+177.6%
-187.9%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +2.2% |
| 7D | -4.1% | -3.4% | -0.7% | -3.5% |
| 30D | +12.3% | +4.3% | +8.1% | +11.6% |
| 3M | +65.9% | +51.8% | +14.1% | +55.5% |
| 6M | +104.0% | +57.8% | +46.2% | +89.6% |
| YTD | +26.0% | +59.0% | -33.0% | +16.6% |
| 1Y | -3.5% | +41.2% | -44.7% | -9.0% |
| All | -10.3% | +177.6% | -187.9% | -31.5% |
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 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