+186.4%
HALO vs GPC
-1.1%
+187.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.0% |
| 7D | -2.1% | -0.6% | -1.4% | -1.9% |
| 30D | +4.6% | +1.3% | +3.3% | +4.3% |
| 3M | +50.2% | +37.1% | +13.1% | +40.4% |
| 6M | +57.6% | +23.2% | +34.4% | +50.5% |
| YTD | +59.6% | +13.1% | +46.5% | +54.0% |
| 1Y | +41.2% | +0.9% | +40.3% | +39.8% |
| All | +186.4% | -1.1% | +187.4% | +168.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling