+218.6%
GLD vs EQH
+234.7%
-16.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | +0.6% |
| 7D | -2.0% | +0.7% | -2.7% | -2.0% |
| 30D | -1.5% | +2.8% | -4.4% | -1.5% |
| 3M | +3.2% | +23.1% | -19.9% | +3.2% |
| 6M | -16.3% | +41.4% | -57.7% | -16.2% |
| YTD | +0.6% | +14.3% | -13.6% | +0.5% |
| 1Y | +19.1% | +1.6% | +17.5% | +19.0% |
| 3Y | +123.5% | +102.7% | +20.8% | +123.6% |
| 5Y | +138.5% | +104.5% | +34.0% | +138.9% |
| All | +218.6% | +234.7% | -16.1% | +210.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling