+117.4%
GD vs EQH
+247.7%
-130.3%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +5.2% | -3.0% | +0.5% |
| 7D | -3.0% | +2.1% | -5.2% | -3.8% |
| 30D | +9.3% | +4.7% | +4.6% | +7.5% |
| 3M | -7.2% | +7.6% | -14.8% | -9.7% |
| 6M | +5.5% | +31.9% | -26.4% | -4.6% |
| YTD | +9.5% | +18.7% | -9.2% | +1.8% |
| 1Y | +6.4% | +25.7% | -19.3% | -3.0% |
| 3Y | +59.8% | +129.1% | -69.3% | +13.2% |
| 5Y | +98.0% | +82.3% | +15.7% | +47.1% |
| All | +117.4% | +247.7% | -130.3% | +14.6% |
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 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