+225.0%
EQH vs GWRE
+55.5%
+169.5%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.2% |
| 7D | +0.7% | -13.2% | +14.0% | +4.9% |
| 30D | +2.8% | -18.6% | +21.4% | +7.8% |
| 3M | +23.1% | +18.9% | +4.2% | +13.2% |
| 6M | +41.4% | -11.0% | +52.3% | +39.8% |
| YTD | +14.3% | -29.9% | +44.2% | +21.6% |
| 1Y | +1.6% | -44.3% | +45.9% | +17.2% |
| 3Y | +102.7% | +51.7% | +51.0% | +49.8% |
| 5Y | +104.5% | +15.4% | +89.1% | +64.7% |
| All | +225.0% | +55.5% | +169.5% | +114.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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