+110.7%
GD vs EQH
+226.9%
-116.1%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | -3.1% | +1.1% | -4.2% | -3.5% |
| 30D | -10.9% | -1.1% | -9.8% | -10.7% |
| 3M | +2.5% | +25.0% | -22.5% | -5.3% |
| 6M | -1.7% | +33.9% | -35.6% | -11.8% |
| YTD | +6.1% | +11.6% | -5.4% | +0.9% |
| 1Y | +11.7% | +1.5% | +10.2% | +9.3% |
| 3Y | +71.8% | +96.7% | -24.9% | +28.1% |
| 5Y | +92.2% | +93.9% | -1.7% | +38.5% |
| All | +110.7% | +226.9% | -116.1% | +13.6% |
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