-12.2%
GGLL vs EQH
+18.6%
-30.8%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +1.6% | +4.9% | +5.9% |
| 7D | -23.1% | +2.8% | -25.9% | -23.9% |
| 30D | -32.9% | +3.9% | -36.8% | -33.9% |
| 3M | -44.9% | +16.3% | -61.2% | -48.1% |
| 6M | -49.5% | +37.1% | -86.6% | -55.5% |
| YTD | -28.9% | +20.2% | -49.1% | -37.9% |
| 1Y | -12.2% | +17.9% | -30.1% | -23.1% |
| All | -12.2% | +18.6% | -30.8% | -23.1% |
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