-19.2%
GPN vs EQH
+234.7%
-253.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.8% |
| 7D | -4.3% | +0.7% | -5.0% | -4.7% |
| 30D | 0.0% | +2.8% | -2.8% | -1.7% |
| 3M | +35.8% | +23.1% | +12.7% | +20.0% |
| 6M | +22.0% | +41.4% | -19.4% | -1.0% |
| YTD | +15.2% | +14.3% | +0.9% | +5.2% |
| 1Y | +3.5% | +1.6% | +1.9% | +0.6% |
| 3Y | -26.9% | +102.7% | -129.6% | -53.4% |
| 5Y | -44.2% | +104.5% | -148.8% | -65.1% |
| All | -19.2% | +234.7% | -253.9% | -67.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling