+137.1%
GLD vs EQH
+94.3%
+42.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.0% | -2.7% | -1.7% |
| 7D | -3.4% | -1.8% | -1.6% | -3.4% |
| 30D | -1.1% | +2.4% | -3.6% | -1.2% |
| 3M | +5.8% | +26.3% | -20.5% | +5.7% |
| 6M | -17.1% | +35.8% | -52.9% | -17.1% |
| YTD | 0.0% | +12.7% | -12.7% | -0.2% |
| 1Y | +18.2% | +2.5% | +15.8% | +17.8% |
| 3Y | +122.6% | +98.6% | +23.9% | +121.7% |
| 5Y | +137.1% | +101.7% | +35.4% | +138.9% |
| All | +137.1% | +94.3% | +42.8% | +138.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling