+112.6%
GEN vs EQH
+234.7%
-122.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.4% | +0.6% |
| 7D | -1.3% | +0.7% | -2.0% | -1.5% |
| 30D | +6.1% | +2.8% | +3.3% | +5.3% |
| 3M | +27.0% | +23.1% | +3.9% | +19.8% |
| 6M | +43.9% | +41.4% | +2.5% | +30.3% |
| YTD | +13.0% | +14.3% | -1.3% | +8.2% |
| 1Y | +4.0% | +1.6% | +2.4% | +2.5% |
| 3Y | +66.2% | +102.7% | -36.5% | +37.3% |
| 5Y | +23.2% | +104.5% | -81.4% | +0.6% |
| All | +112.6% | +234.7% | -122.1% | +64.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling