+405.7%
GS vs EQH
+230.1%
+175.7%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -1.9% | -1.4% |
| 7D | -1.7% | -1.8% | 0.0% | -0.8% |
| 30D | -0.9% | +2.4% | -3.4% | -2.5% |
| 3M | +2.3% | +26.3% | -24.0% | -11.3% |
| 6M | +23.4% | +35.8% | -12.4% | +1.6% |
| YTD | +17.7% | +12.7% | +5.0% | +7.9% |
| 1Y | +35.1% | +2.5% | +32.7% | +30.2% |
| 3Y | +234.9% | +98.6% | +136.3% | +117.7% |
| 5Y | +185.3% | +101.7% | +83.6% | +78.0% |
| All | +405.7% | +230.1% | +175.7% | +124.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling