+184.0%
GLD vs EQH
+252.0%
-68.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.7% | +0.2% |
| 7D | -4.6% | +6.5% | -11.1% | -4.6% |
| 30D | -5.5% | +6.1% | -11.6% | -5.5% |
| 3M | -10.9% | +6.2% | -17.2% | -10.9% |
| 6M | -17.4% | +38.1% | -55.5% | -17.4% |
| YTD | -10.3% | +20.2% | -30.5% | -10.4% |
| 1Y | -7.2% | +27.6% | -34.8% | -7.2% |
| 3Y | +96.9% | +128.8% | -31.9% | +97.0% |
| 5Y | +103.8% | +83.1% | +20.6% | +103.9% |
| All | +184.0% | +252.0% | -68.1% | +176.7% |
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