+459.7%
GLW vs EQH
+97.5%
+362.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.0% | -4.1% | -3.4% |
| 7D | +11.7% | -1.8% | +13.5% | +12.2% |
| 30D | +2.7% | +2.4% | +0.2% | +1.7% |
| 3M | -2.8% | +26.3% | -29.1% | -10.6% |
| 6M | +20.2% | +35.8% | -15.7% | +6.7% |
| YTD | +87.3% | +12.7% | +74.6% | +77.6% |
| 1Y | +119.6% | +2.5% | +117.1% | +115.9% |
| All | +459.7% | +97.5% | +362.3% | +317.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling