+666.0%
GLW vs EQH
+226.9%
+439.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.5% |
| 7D | +16.9% | +1.1% | +15.8% | +16.2% |
| 30D | +7.0% | -1.1% | +8.1% | +7.2% |
| 3M | -3.0% | +25.0% | -28.0% | -13.6% |
| 6M | +31.0% | +33.9% | -2.9% | +11.6% |
| YTD | +93.4% | +11.6% | +81.8% | +78.4% |
| 1Y | +134.7% | +1.5% | +133.2% | +125.4% |
| 3Y | +471.8% | +96.7% | +375.1% | +284.5% |
| 5Y | +394.5% | +93.9% | +300.6% | +223.7% |
| All | +666.0% | +226.9% | +439.2% | +258.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling