+213.0%
GLDM vs EQH
+227.0%
-14.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.2% |
| 7D | -2.0% | -0.5% | -1.5% | -2.0% |
| 30D | -4.4% | +4.4% | -8.8% | -4.5% |
| 3M | -8.8% | +8.8% | -17.6% | -8.9% |
| 6M | -15.9% | +38.1% | -54.0% | -15.8% |
| YTD | -7.7% | +19.7% | -27.3% | -7.7% |
| 1Y | -3.6% | +27.8% | -31.4% | -3.6% |
| 3Y | +105.2% | +126.1% | -20.9% | +105.7% |
| 5Y | +112.8% | +83.3% | +29.5% | +113.3% |
| All | +213.0% | +227.0% | -14.0% | +203.2% |
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