+161.3%
GM vs EQH
+234.7%
-73.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -1.4% |
| 7D | -2.4% | +0.7% | -3.2% | -2.9% |
| 30D | -1.1% | +2.8% | -3.9% | -3.0% |
| 3M | +6.1% | +23.1% | -17.0% | -7.4% |
| 6M | +15.0% | +41.4% | -26.4% | -9.1% |
| YTD | +6.0% | +14.3% | -8.3% | -5.0% |
| 1Y | +47.1% | +1.6% | +45.5% | +41.0% |
| 3Y | +170.5% | +102.7% | +67.8% | +57.7% |
| 5Y | +80.5% | +104.5% | -24.0% | +3.4% |
| All | +161.3% | +234.7% | -73.4% | +5.6% |
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