+124.8%
GLDM vs EQH
+80.9%
+43.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +5.2% | -3.4% | +1.8% |
| 7D | +5.0% | +2.1% | +2.9% | +4.9% |
| 30D | -1.3% | +4.7% | -6.0% | -1.4% |
| 3M | -4.7% | +7.6% | -12.3% | -4.8% |
| 6M | -12.4% | +31.9% | -44.2% | -12.5% |
| YTD | -4.1% | +18.7% | -22.7% | -4.3% |
| 1Y | +3.3% | +25.7% | -22.3% | +3.1% |
| 3Y | +110.9% | +129.1% | -18.2% | +109.9% |
| 5Y | +124.8% | +82.3% | +42.5% | +120.7% |
| All | +124.8% | +80.9% | +43.8% | +120.7% |
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 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