+2,259.3%
HALO vs GPC
+644.3%
+1,615.0%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.6% |
| 7D | -3.2% | +0.4% | -3.7% | -3.5% |
| 30D | -14.2% | -6.3% | -7.9% | -11.2% |
| 3M | -0.4% | -8.2% | +7.8% | +4.0% |
| 6M | +43.2% | +27.1% | +16.1% | +23.2% |
| YTD | +49.0% | +3.1% | +45.9% | +41.4% |
| 1Y | +40.8% | +0.1% | +40.8% | +35.7% |
| 3Y | +167.4% | +0.2% | +167.2% | +143.0% |
| 5Y | +157.4% | +4.9% | +152.5% | +119.2% |
| 10Y | +697.1% | +75.2% | +621.9% | +311.6% |
| All | +2,259.3% | +644.3% | +1,615.0% | +372.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling