-55.4%
GTLB vs HALO
+190.4%
-245.8%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.4% |
| 7D | -6.6% | -2.1% | -4.5% | -5.9% |
| 30D | +13.7% | +4.6% | +9.1% | +11.9% |
| 3M | +52.9% | +50.2% | +2.7% | +31.6% |
| 6M | +88.5% | +57.6% | +30.9% | +58.1% |
| YTD | +23.4% | +59.6% | -36.1% | +2.1% |
| 1Y | -3.8% | +41.2% | -45.0% | -17.0% |
| 3Y | -11.5% | +178.9% | -190.4% | -51.4% |
| All | -55.4% | +190.4% | -245.8% | -78.1% |
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