+10.3%
GLXY vs EQH
+2.2%
+8.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +0.1% | -7.1% | -7.1% |
| 7D | +4.5% | +1.1% | +3.4% | +3.8% |
| 30D | +28.8% | -1.1% | +29.9% | +29.5% |
| 3M | -23.0% | +25.0% | -48.1% | -37.2% |
| 6M | +17.0% | +33.9% | -16.9% | -11.7% |
| YTD | +12.5% | +11.6% | +0.9% | +0.1% |
| 1Y | -5.4% | +1.5% | -6.9% | -12.5% |
| All | +10.3% | +2.2% | +8.1% | +2.9% |
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