+5.1%
GNRC vs EQH
+2.5%
+2.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.1% | +3.4% | +2.6% |
| 7D | +1.9% | +5.5% | -3.6% | +0.7% |
| 30D | -13.8% | +3.2% | -17.1% | -14.6% |
| 3M | -32.6% | +32.5% | -65.2% | -38.2% |
| 6M | -15.2% | +33.7% | -48.9% | -22.9% |
| YTD | +37.4% | +13.4% | +23.9% | +31.9% |
| 1Y | +5.1% | +0.6% | +4.6% | -1.2% |
| All | +5.1% | +2.5% | +2.7% | -1.2% |
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