+181.3%
HALO vs GGLL
+247.9%
-66.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | +0.5% | +1.9% | -1.3% | +0.4% |
| 30D | +5.0% | -9.7% | +14.8% | +5.6% |
| 3M | +53.1% | -18.0% | +71.2% | +54.4% |
| 6M | +60.8% | +15.3% | +45.5% | +56.9% |
| YTD | +60.9% | +2.2% | +58.7% | +58.2% |
| 1Y | +42.8% | +73.1% | -30.3% | +35.0% |
| 3Y | +181.3% | +242.7% | -61.4% | +146.9% |
| All | +181.3% | +247.9% | -66.7% | +146.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling