-19.5%
GPN vs EQH
+234.7%
-254.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -1.1% |
| 7D | -4.6% | +0.7% | -5.3% | -5.0% |
| 30D | -0.3% | +2.8% | -3.1% | -2.0% |
| 3M | +35.4% | +23.1% | +12.3% | +19.7% |
| 6M | +21.7% | +41.4% | -19.7% | -1.3% |
| YTD | +14.9% | +14.3% | +0.6% | +4.9% |
| 1Y | +3.2% | +1.6% | +1.6% | +0.3% |
| 3Y | -27.1% | +102.7% | -129.9% | -53.5% |
| 5Y | -44.4% | +104.5% | -148.9% | -65.2% |
| All | -19.5% | +234.7% | -254.2% | -67.4% |
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