+187.0%
GS vs EQH
+93.8%
+93.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.8% |
| 7D | +2.4% | +1.1% | +1.3% | +1.8% |
| 30D | -0.1% | -1.1% | +1.0% | +0.3% |
| 3M | +0.2% | +25.0% | -24.8% | -12.7% |
| 6M | +24.8% | +33.9% | -9.1% | +3.5% |
| YTD | +18.8% | +11.6% | +7.2% | +9.6% |
| 1Y | +37.3% | +1.5% | +35.8% | +33.5% |
| 3Y | +237.9% | +96.7% | +141.2% | +124.1% |
| 5Y | +187.0% | +93.9% | +93.2% | +83.0% |
| All | +187.0% | +93.8% | +93.2% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling