+874.5%
HALO vs GPC
+87.0%
+787.5%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.1% |
| 7D | -3.4% | -1.8% | -1.6% | -2.9% |
| 30D | +4.3% | +0.1% | +4.2% | +4.2% |
| 3M | +51.8% | +37.4% | +14.4% | +37.8% |
| 6M | +57.8% | +25.4% | +32.4% | +46.8% |
| YTD | +59.0% | +12.2% | +46.8% | +51.7% |
| 1Y | +41.2% | -0.3% | +41.5% | +39.5% |
| 3Y | +177.8% | -1.6% | +179.4% | +168.6% |
| 5Y | +159.5% | +31.0% | +128.5% | +127.6% |
| All | +874.5% | +87.0% | +787.5% | +688.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 10y: compounded portfolio wealth divided by compounded GPC 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…
10y analysis · Full analysis span regression · 6 months rolling