+120.5%
GD vs EQH
+250.5%
-130.0%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.3% |
| 7D | +0.6% | -0.5% | +1.1% | +0.7% |
| 30D | +9.5% | +4.4% | +5.1% | +7.8% |
| 3M | -5.8% | +8.8% | -14.6% | -8.7% |
| 6M | +7.7% | +38.1% | -30.4% | -4.0% |
| YTD | +11.1% | +19.7% | -8.6% | +3.0% |
| 1Y | +6.1% | +27.8% | -21.7% | -3.9% |
| 3Y | +59.8% | +126.1% | -66.3% | +13.8% |
| 5Y | +104.6% | +83.3% | +21.3% | +51.8% |
| All | +120.5% | +250.5% | -130.0% | +15.9% |
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