+328.7%
GGLL vs EQH
+102.5%
+226.1%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -1.7% |
| 7D | -4.8% | +5.5% | -10.3% | -7.5% |
| 30D | -13.7% | +3.2% | -16.9% | -15.2% |
| 3M | -21.9% | +32.5% | -54.4% | -33.3% |
| 6M | +11.7% | +33.7% | -22.1% | -5.3% |
| YTD | +2.3% | +13.4% | -11.2% | -6.1% |
| 1Y | +76.2% | +0.6% | +75.6% | +71.9% |
| 3Y | +245.0% | +95.1% | +149.9% | +132.7% |
| All | +328.7% | +102.5% | +226.1% | +189.0% |
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