+354.6%
GS vs EQH
+252.0%
+102.5%
-45.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | -0.2% |
| 7D | +5.9% | +6.5% | -0.7% | +2.1% |
| 30D | +4.3% | +6.1% | -1.8% | +0.9% |
| 3M | -11.7% | +6.2% | -17.9% | -14.9% |
| 6M | -3.2% | +38.1% | -41.2% | -20.5% |
| YTD | +5.8% | +20.2% | -14.4% | -6.7% |
| 1Y | +16.0% | +27.6% | -11.6% | -1.3% |
| 3Y | +199.8% | +128.8% | +70.9% | +80.1% |
| 5Y | +155.5% | +83.1% | +72.4% | +68.8% |
| All | +354.6% | +252.0% | +102.5% | +94.3% |
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