-8.5%
GGLL vs EQH
+27.1%
-35.5%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -3.0% | -2.5% |
| 7D | +7.7% | +6.5% | +1.1% | +4.5% |
| 30D | -30.2% | +6.1% | -36.3% | -32.1% |
| 3M | -31.3% | +6.2% | -37.5% | -33.3% |
| 6M | -52.1% | +38.1% | -90.2% | -59.3% |
| YTD | -25.9% | +20.2% | -46.0% | -34.6% |
| 1Y | -8.5% | +27.6% | -36.0% | -21.8% |
| All | -8.5% | +27.1% | -35.5% | -21.8% |
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