+101.7%
EQH vs GPC
+29.3%
+72.4%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.3% |
| 7D | -1.8% | -1.8% | 0.0% | -1.0% |
| 30D | +2.4% | +0.1% | +2.3% | +2.4% |
| 3M | +26.3% | +37.4% | -11.1% | +8.3% |
| 6M | +35.8% | +25.4% | +10.4% | +21.1% |
| YTD | +12.7% | +12.2% | +0.5% | +3.7% |
| 1Y | +2.5% | -0.3% | +2.8% | +0.1% |
| 3Y | +98.6% | -1.6% | +100.2% | +85.9% |
| 5Y | +101.7% | +31.0% | +70.7% | +48.3% |
| All | +101.7% | +29.3% | +72.4% | +48.3% |
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