+204.3%
GLDM vs EQH
+225.6%
-21.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.8% |
| 7D | -5.5% | +5.1% | -10.6% | -5.5% |
| 30D | -7.0% | +4.7% | -11.7% | -7.0% |
| 3M | -12.3% | +7.2% | -19.5% | -12.3% |
| 6M | -17.9% | +38.9% | -56.8% | -17.8% |
| YTD | -10.3% | +19.2% | -29.4% | -10.3% |
| 1Y | -7.8% | +25.5% | -33.3% | -7.8% |
| 3Y | +99.5% | +125.2% | -25.7% | +100.0% |
| 5Y | +106.5% | +81.6% | +24.9% | +107.0% |
| All | +204.3% | +225.6% | -21.4% | +194.7% |
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 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