+384.1%
GLW vs EQH
+102.2%
+281.9%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.4% | +0.6% | +1.5% |
| 7D | +7.8% | +0.7% | +7.1% | +7.5% |
| 30D | -0.4% | +2.8% | -3.3% | -1.7% |
| 3M | -5.6% | +23.1% | -28.7% | -13.8% |
| 6M | +26.7% | +41.4% | -14.7% | +8.3% |
| YTD | +91.0% | +14.3% | +76.8% | +77.5% |
| 1Y | +122.4% | +1.6% | +120.8% | +116.8% |
| 3Y | +471.0% | +102.7% | +368.3% | +297.3% |
| All | +384.1% | +102.2% | +281.9% | +222.7% |
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