+656.7%
GLW vs EQH
+234.7%
+422.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.4% | +0.6% | +1.4% |
| 7D | +7.8% | +0.7% | +7.1% | +7.4% |
| 30D | -0.4% | +2.8% | -3.3% | -2.0% |
| 3M | -5.6% | +23.1% | -28.7% | -15.3% |
| 6M | +26.7% | +41.4% | -14.7% | +5.3% |
| YTD | +91.0% | +14.3% | +76.8% | +74.3% |
| 1Y | +122.4% | +1.6% | +120.8% | +113.7% |
| 3Y | +471.0% | +102.7% | +368.3% | +278.6% |
| 5Y | +385.6% | +104.5% | +281.1% | +209.9% |
| All | +656.7% | +234.7% | +422.0% | +250.1% |
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