+44.6%
GFS vs EQH
+2.6%
+41.9%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.2% |
| 7D | +3.2% | -1.8% | +5.0% | +3.6% |
| 30D | -9.6% | +2.4% | -12.0% | -10.0% |
| 3M | -38.5% | +26.3% | -64.8% | -42.7% |
| 6M | -1.3% | +35.8% | -37.1% | -10.6% |
| YTD | +31.8% | +12.7% | +19.1% | +23.7% |
| 1Y | +44.6% | +2.5% | +42.1% | +46.5% |
| All | +44.6% | +2.6% | +41.9% | +46.5% |
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