+73.7%
GD vs EQH
+100.4%
-26.7%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +1.0% | -0.4% |
| 7D | -3.5% | +5.4% | -8.9% | -4.5% |
| 30D | -9.0% | +1.0% | -10.1% | -9.3% |
| 3M | +5.1% | +26.7% | -21.7% | 0.0% |
| 6M | -1.0% | +34.4% | -35.4% | -7.3% |
| YTD | +7.3% | +11.5% | -4.2% | +4.3% |
| 1Y | +12.4% | +0.4% | +12.0% | +11.4% |
| 3Y | +73.7% | +96.5% | -22.8% | +61.4% |
| All | +73.7% | +100.4% | -26.7% | +61.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling