-14.9%
GME vs EQH
+3.9%
-18.8%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +1.4% | +2.3% | +3.5% |
| 7D | +10.4% | +0.7% | +9.7% | +10.3% |
| 30D | +14.1% | +2.8% | +11.2% | +13.6% |
| 3M | -4.6% | +23.1% | -27.7% | -7.9% |
| 6M | -13.5% | +41.4% | -54.9% | -18.8% |
| YTD | +5.3% | +14.3% | -8.9% | +1.9% |
| 1Y | -14.9% | +1.6% | -16.5% | -21.1% |
| All | -14.9% | +3.9% | -18.8% | -21.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling