-2.4%
GFS vs EQH
+78.3%
-80.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.6% | +2.2% |
| 7D | +1.0% | +5.5% | -4.5% | -2.4% |
| 30D | -8.6% | +3.2% | -11.8% | -10.7% |
| 3M | -46.5% | +32.5% | -79.1% | -56.1% |
| 6M | -4.8% | +33.7% | -38.6% | -22.8% |
| YTD | +29.7% | +13.4% | +16.2% | +15.8% |
| 1Y | +35.8% | +0.6% | +35.3% | +31.3% |
| 3Y | -18.3% | +95.1% | -113.5% | -52.7% |
| All | -2.4% | +78.3% | -80.7% | -37.0% |
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