+60.2%
GGLL vs EQH
+2.6%
+57.6%
-40.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +0.7% |
| 7D | -5.8% | -1.8% | -4.0% | -5.2% |
| 30D | -7.2% | +2.4% | -9.6% | -8.0% |
| 3M | -17.5% | +26.3% | -43.8% | -24.6% |
| 6M | +5.1% | +35.8% | -30.8% | -7.3% |
| YTD | -1.3% | +12.7% | -14.0% | -10.4% |
| 1Y | +60.2% | +2.5% | +57.8% | +44.3% |
| All | +60.2% | +2.6% | +57.6% | +44.3% |
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