+42.4%
GDDY vs EQH
+234.7%
-192.3%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.4% | +0.4% | +1.3% |
| 7D | -3.2% | +0.7% | -3.9% | -3.4% |
| 30D | +6.8% | +2.8% | +4.0% | +5.7% |
| 3M | +30.5% | +23.1% | +7.4% | +21.0% |
| 6M | +13.3% | +41.4% | -28.1% | -0.6% |
| YTD | -21.0% | +14.3% | -35.2% | -25.3% |
| 1Y | -34.0% | +1.6% | -35.6% | -35.1% |
| 3Y | +33.1% | +102.7% | -69.6% | -0.5% |
| 5Y | +30.3% | +104.5% | -74.2% | -5.0% |
| All | +42.4% | +234.7% | -192.3% | -26.4% |
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 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