+142.5%
GLDM vs EQH
+92.7%
+49.8%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | 0.0% | -1.7% |
| 7D | +0.7% | +5.4% | -4.7% | +0.7% |
| 30D | +0.3% | +1.0% | -0.7% | +0.3% |
| 3M | +0.7% | +26.7% | -26.0% | +0.7% |
| 6M | -15.4% | +34.4% | -49.8% | -15.4% |
| YTD | +1.0% | +11.5% | -10.5% | +0.8% |
| 1Y | +19.7% | +0.4% | +19.3% | +19.4% |
| 3Y | +126.5% | +96.5% | +30.0% | +125.7% |
| 5Y | +142.5% | +93.4% | +49.1% | +142.4% |
| All | +142.5% | +92.7% | +49.8% | +142.4% |
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