-0.8%
GFS vs EQH
+75.4%
-76.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.8% |
| 7D | +4.5% | +1.1% | +3.4% | +3.7% |
| 30D | -8.2% | -1.1% | -7.1% | -7.8% |
| 3M | -38.9% | +25.0% | -63.9% | -47.8% |
| 6M | -2.9% | +33.9% | -36.8% | -21.4% |
| YTD | +31.8% | +11.6% | +20.2% | +18.9% |
| 1Y | +43.1% | +1.5% | +41.6% | +37.1% |
| 3Y | -20.6% | +96.7% | -117.4% | -54.4% |
| All | -0.8% | +75.4% | -76.2% | -35.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling