+91.5%
HALO vs GGLL
-11.6%
+103.2%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.5% | -5.2% | +1.1% |
| 7D | +0.2% | -23.1% | +23.3% | +1.1% |
| 30D | +20.3% | -32.9% | +53.2% | +22.1% |
| 3M | +56.6% | -44.9% | +101.5% | +60.5% |
| 6M | +101.9% | -49.5% | +151.4% | +108.5% |
| YTD | +93.7% | -28.9% | +122.6% | +86.5% |
| 1Y | +91.5% | -12.2% | +103.7% | +75.1% |
| All | +91.5% | -11.6% | +103.2% | +75.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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