+599.4%
GME vs EQH
+230.1%
+369.3%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.0% | +1.5% | +2.0% |
| 7D | +6.0% | -1.8% | +7.8% | +7.0% |
| 30D | +8.3% | +2.4% | +5.9% | +6.8% |
| 3M | -9.1% | +26.3% | -35.4% | -20.4% |
| 6M | -16.3% | +35.8% | -52.1% | -30.2% |
| YTD | +1.5% | +12.7% | -11.1% | -6.9% |
| 1Y | -16.3% | +2.5% | -18.8% | -19.9% |
| 3Y | +15.1% | +98.6% | -83.5% | -27.2% |
| 5Y | -57.2% | +101.7% | -158.9% | -72.8% |
| All | +599.4% | +230.1% | +369.3% | +216.7% |
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