-26.9%
GPN vs EQH
+100.2%
-127.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.7% |
| 7D | -4.3% | +0.7% | -5.0% | -4.7% |
| 30D | 0.0% | +2.8% | -2.8% | -1.5% |
| 3M | +35.8% | +23.1% | +12.7% | +21.1% |
| 6M | +22.0% | +41.4% | -19.4% | +0.3% |
| YTD | +15.2% | +14.3% | +0.9% | +6.1% |
| 1Y | +3.5% | +1.6% | +1.9% | +1.2% |
| 3Y | -26.9% | +102.7% | -129.6% | -48.1% |
| All | -26.9% | +100.2% | -127.2% | -48.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling