+199.0%
GS vs EQH
+128.3%
+70.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | +1.6% | +0.5% | +1.0% | +1.4% |
| 30D | +1.7% | +4.9% | -3.3% | -1.1% |
| 3M | -11.6% | +5.4% | -17.0% | -14.6% |
| 6M | -1.9% | +32.1% | -34.0% | -18.1% |
| YTD | +5.1% | +19.0% | -13.9% | -6.9% |
| 1Y | +16.4% | +27.8% | -11.4% | -1.7% |
| 3Y | +199.0% | +124.8% | +74.2% | +83.0% |
| All | +199.0% | +128.3% | +70.7% | +83.0% |
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