-30.1%
GFS vs EQH
+82.2%
-112.4%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.8% | -3.5% | -3.2% |
| 7D | +7.4% | +6.5% | +0.8% | +3.4% |
| 30D | -15.3% | +6.1% | -21.4% | -18.2% |
| 3M | -21.1% | +6.2% | -27.3% | -24.1% |
| 6M | -44.5% | +38.1% | -82.5% | -55.5% |
| YTD | +19.2% | +20.2% | -0.9% | +2.9% |
| 1Y | +27.2% | +27.6% | -0.3% | +5.1% |
| 3Y | -20.1% | +128.8% | -148.9% | -58.0% |
| All | -30.1% | +82.2% | -112.4% | -57.6% |
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