+5.8%
GLXY vs EQH
+3.2%
+2.7%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.0% | -5.0% | -4.8% |
| 7D | -8.9% | -1.8% | -7.2% | -7.9% |
| 30D | +19.9% | +2.4% | +17.4% | +17.5% |
| 3M | -20.0% | +26.3% | -46.3% | -35.2% |
| 6M | +10.5% | +35.8% | -25.3% | -17.5% |
| YTD | +7.9% | +12.7% | -4.8% | -4.6% |
| 1Y | -7.5% | +2.5% | -9.9% | -15.0% |
| All | +5.8% | +3.2% | +2.7% | -2.0% |
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