+1,344.5%
GFI vs EQH
+234.7%
+1,109.8%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.4% | -2.7% | -1.4% |
| 7D | -4.9% | +0.7% | -5.6% | -4.9% |
| 30D | +10.7% | +2.8% | +7.9% | +10.5% |
| 3M | +25.6% | +23.1% | +2.5% | +23.7% |
| 6M | -8.3% | +41.4% | -49.7% | -10.6% |
| YTD | +6.3% | +14.3% | -8.0% | +4.9% |
| 1Y | +22.1% | +1.6% | +20.5% | +21.3% |
| 3Y | +289.2% | +102.7% | +186.5% | +264.6% |
| 5Y | +531.7% | +104.5% | +427.1% | +489.1% |
| All | +1,344.5% | +234.7% | +1,109.8% | +1,042.9% |
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