+481.3%
GRMN vs EQH
+234.7%
+246.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.4% | +2.8% | +3.7% |
| 7D | +2.4% | +0.7% | +1.7% | +2.2% |
| 30D | -8.5% | +2.8% | -11.3% | -9.5% |
| 3M | +19.5% | +23.1% | -3.6% | +10.0% |
| 6M | +21.2% | +41.4% | -20.2% | +5.2% |
| YTD | +41.0% | +14.3% | +26.8% | +32.3% |
| 1Y | +19.6% | +1.6% | +18.0% | +16.8% |
| 3Y | +183.8% | +102.7% | +81.1% | +113.4% |
| 5Y | +83.0% | +104.5% | -21.5% | +34.2% |
| All | +481.3% | +234.7% | +246.6% | +229.8% |
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 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