+17.7%
GFS vs EQH
+18.6%
-1.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.9% | +1.6% | -7.5% | -6.2% |
| 7D | -12.5% | +2.8% | -15.3% | -12.9% |
| 30D | -16.9% | +3.9% | -20.9% | -17.5% |
| 3M | -22.3% | +16.3% | -38.6% | -24.1% |
| 6M | -40.2% | +37.1% | -77.3% | -43.9% |
| YTD | +16.0% | +20.2% | -4.2% | +5.6% |
| 1Y | +17.7% | +17.9% | -0.3% | +7.2% |
| All | +17.7% | +18.6% | -1.0% | +7.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling