+240.4%
GS vs EQH
+100.4%
+140.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | +0.8% |
| 7D | +3.4% | +5.4% | -2.0% | +0.1% |
| 30D | +0.2% | +1.0% | -0.8% | -0.7% |
| 3M | -0.3% | +26.7% | -27.1% | -14.3% |
| 6M | +27.4% | +34.4% | -7.0% | +4.5% |
| YTD | +19.6% | +11.5% | +8.2% | +10.4% |
| 1Y | +42.5% | +0.4% | +42.1% | +40.1% |
| 3Y | +240.4% | +96.5% | +143.9% | +133.1% |
| All | +240.4% | +100.4% | +140.0% | +133.1% |
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