-0.6%
GAP vs EQH
+234.7%
-235.3%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.4% | +1.5% | +1.8% |
| 7D | -4.1% | +0.7% | -4.8% | -4.7% |
| 30D | +6.2% | +2.8% | +3.4% | +3.7% |
| 3M | -0.7% | +23.1% | -23.8% | -16.2% |
| 6M | -7.1% | +41.4% | -48.5% | -30.8% |
| YTD | -14.1% | +14.3% | -28.3% | -24.8% |
| 1Y | -8.5% | +1.6% | -10.1% | -13.0% |
| 3Y | +115.4% | +102.7% | +12.7% | +10.6% |
| 5Y | +9.8% | +104.5% | -94.7% | -44.9% |
| All | -0.6% | +234.7% | -235.3% | -67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 10y: compounded portfolio wealth divided by compounded EQH 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…
10y analysis · Full analysis span regression · 6 months rolling