+162.6%
HALO vs GPC
+4.3%
+158.2%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.5% |
| 7D | -3.2% | +0.4% | -3.7% | -3.4% |
| 30D | -14.2% | -6.3% | -7.9% | -12.6% |
| 3M | -0.4% | -8.2% | +7.8% | +1.9% |
| 6M | +43.2% | +27.1% | +16.1% | +33.1% |
| YTD | +49.0% | +3.1% | +45.9% | +45.6% |
| 1Y | +40.8% | +0.1% | +40.8% | +38.7% |
| 3Y | +167.4% | +0.2% | +167.2% | +153.6% |
| All | +162.6% | +4.3% | +158.2% | +130.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling