+179.6%
HALO vs GGLL
+328.7%
-149.1%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | -0.4% |
| 7D | +4.6% | -4.8% | +9.4% | +4.9% |
| 30D | +31.8% | -13.7% | +45.5% | +32.9% |
| 3M | +53.9% | -21.9% | +75.7% | +55.7% |
| 6M | +57.4% | +11.7% | +45.7% | +54.2% |
| YTD | +63.7% | +2.3% | +61.5% | +61.2% |
| 1Y | +50.1% | +76.2% | -26.1% | +42.2% |
| 3Y | +157.3% | +245.0% | -87.7% | +127.4% |
| All | +179.6% | +328.7% | -149.1% | +157.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling