+245.7%
GLDM vs EQH
+204.9%
+40.8%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | +0.2% | +1.1% | -0.9% | +0.2% |
| 30D | +0.3% | -1.1% | +1.4% | +0.3% |
| 3M | +3.3% | +25.0% | -21.7% | +3.4% |
| 6M | -14.5% | +33.9% | -48.4% | -14.4% |
| YTD | +1.9% | +11.6% | -9.6% | +1.9% |
| 1Y | +21.1% | +1.5% | +19.6% | +21.0% |
| 3Y | +128.6% | +96.7% | +31.9% | +129.1% |
| 5Y | +143.8% | +93.9% | +49.9% | +144.7% |
| All | +245.7% | +204.9% | +40.8% | +234.9% |
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 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