+8.2%
GD vs EQH
+18.6%
-10.5%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.6% | -4.2% | -2.9% |
| 7D | +3.0% | +2.8% | +0.2% | +2.4% |
| 30D | +10.5% | +3.9% | +6.6% | +9.7% |
| 3M | -5.0% | +16.3% | -21.3% | -7.5% |
| 6M | +5.5% | +37.1% | -31.6% | -0.6% |
| YTD | +10.3% | +20.2% | -9.9% | +6.1% |
| 1Y | +8.2% | +17.9% | -9.8% | +4.1% |
| All | +8.2% | +18.6% | -10.5% | +4.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling