+114.7%
GD vs EQH
+232.3%
-117.6%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.1% | -0.7% | -1.4% |
| 7D | -5.3% | +5.5% | -10.8% | -7.0% |
| 30D | -6.4% | +3.2% | -9.7% | -7.5% |
| 3M | +5.7% | +32.5% | -26.8% | -4.2% |
| 6M | -0.9% | +33.7% | -34.7% | -11.1% |
| YTD | +8.2% | +13.4% | -5.3% | +2.3% |
| 1Y | +13.4% | +0.6% | +12.8% | +11.4% |
| 3Y | +68.5% | +95.1% | -26.6% | +26.1% |
| 5Y | +97.2% | +92.7% | +4.5% | +42.6% |
| All | +114.7% | +232.3% | -117.6% | +15.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling