+93.8%
GD vs EQH
+92.7%
+1.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +1.0% | -0.4% |
| 7D | -3.5% | +5.4% | -8.9% | -4.7% |
| 30D | -9.0% | +1.0% | -10.1% | -9.3% |
| 3M | +5.1% | +26.7% | -21.7% | -0.7% |
| 6M | -1.0% | +34.4% | -35.4% | -8.1% |
| YTD | +7.3% | +11.5% | -4.2% | +3.8% |
| 1Y | +12.4% | +0.4% | +12.0% | +11.3% |
| 3Y | +73.7% | +96.5% | -22.8% | +43.8% |
| 5Y | +93.8% | +93.4% | +0.4% | +53.4% |
| All | +93.8% | +92.7% | +1.0% | +53.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling