+457.6%
GRMN vs EQH
+230.1%
+227.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.4% |
| 7D | -1.8% | -1.8% | 0.0% | -1.2% |
| 30D | -12.1% | +2.4% | -14.5% | -13.0% |
| 3M | +18.0% | +26.3% | -8.3% | +7.6% |
| 6M | +13.7% | +35.8% | -22.1% | +0.2% |
| YTD | +35.3% | +12.7% | +22.6% | +27.5% |
| 1Y | +17.2% | +2.5% | +14.8% | +14.1% |
| 3Y | +179.6% | +98.6% | +81.0% | +111.8% |
| 5Y | +75.6% | +101.7% | -26.2% | +29.3% |
| All | +457.6% | +230.1% | +227.6% | +217.9% |
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