-57.4%
GNRC vs EQH
+102.2%
-159.6%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.4% | +1.5% | +2.1% |
| 7D | -0.2% | +0.7% | -0.9% | -0.6% |
| 30D | -15.7% | +2.8% | -18.6% | -17.3% |
| 3M | -27.3% | +23.1% | -50.4% | -36.6% |
| 6M | -12.1% | +41.4% | -53.5% | -30.3% |
| YTD | +37.1% | +14.3% | +22.9% | +23.3% |
| 1Y | -0.5% | +1.6% | -2.1% | -4.0% |
| 3Y | +61.5% | +102.7% | -41.2% | -9.5% |
| All | -57.4% | +102.2% | -159.6% | -75.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling