+217.1%
EQH vs GPC
+90.8%
+126.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.9% | +1.2% | +0.2% |
| 7D | +5.4% | +0.2% | +5.2% | +5.3% |
| 30D | +1.0% | -0.4% | +1.4% | +1.2% |
| 3M | +26.7% | +39.2% | -12.4% | -1.2% |
| 6M | +34.4% | +18.2% | +16.1% | +16.8% |
| YTD | +11.5% | +12.1% | -0.6% | -2.0% |
| 1Y | +0.4% | -0.7% | +1.1% | -3.6% |
| 3Y | +96.5% | -1.7% | +98.2% | +76.9% |
| 5Y | +93.4% | +29.3% | +64.1% | +31.6% |
| All | +217.1% | +90.8% | +126.2% | +43.8% |
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