+74.5%
GSK vs EQH
+234.7%
-160.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.2% |
| 7D | -3.5% | +0.7% | -4.2% | -3.6% |
| 30D | -3.4% | +2.8% | -6.3% | -3.9% |
| 3M | -8.1% | +23.1% | -31.2% | -11.1% |
| 6M | -11.1% | +41.4% | -52.5% | -16.0% |
| YTD | +0.7% | +14.3% | -13.5% | -1.9% |
| 1Y | +20.1% | +1.6% | +18.5% | +18.9% |
| 3Y | +46.1% | +102.7% | -56.6% | +25.7% |
| 5Y | +48.2% | +104.5% | -56.3% | +25.0% |
| All | +74.5% | +234.7% | -160.2% | +25.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling