+225.1%
GGLL vs EQH
+95.5%
+129.5%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.1% | -4.6% | -4.6% |
| 7D | -3.9% | +1.1% | -5.0% | -4.4% |
| 30D | -15.4% | -1.1% | -14.3% | -14.9% |
| 3M | -21.9% | +25.0% | -46.9% | -31.0% |
| 6M | +4.5% | +33.9% | -29.4% | -11.2% |
| YTD | -2.4% | +11.6% | -14.0% | -9.5% |
| 1Y | +57.8% | +1.5% | +56.3% | +53.3% |
| All | +225.1% | +95.5% | +129.5% | +141.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling