+161.3%
HALO vs GGLL
+194.0%
-32.7%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.1% |
| 7D | -19.9% | +5.1% | -25.0% | -20.2% |
| 30D | -6.7% | -35.5% | +28.7% | -4.7% |
| 3M | +0.4% | -39.2% | +39.5% | +2.8% |
| 6M | +60.6% | -54.4% | +115.0% | +67.1% |
| YTD | +53.0% | -29.8% | +82.9% | +53.3% |
| 1Y | +51.4% | -20.4% | +71.8% | +50.3% |
| 3Y | +176.5% | +149.7% | +26.7% | +147.7% |
| All | +161.3% | +194.0% | -32.7% | +144.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling