+74.4%
GSK vs EQH
+230.1%
-155.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -2.0% | -1.2% |
| 7D | -5.4% | -1.8% | -3.7% | -5.2% |
| 30D | -4.6% | +2.4% | -7.0% | -5.0% |
| 3M | -5.1% | +26.3% | -31.4% | -8.5% |
| 6M | -11.4% | +35.8% | -47.2% | -15.8% |
| YTD | +0.7% | +12.7% | -12.0% | -1.7% |
| 1Y | +23.0% | +2.5% | +20.6% | +21.6% |
| 3Y | +48.0% | +98.6% | -50.7% | +27.7% |
| 5Y | +48.2% | +101.7% | -53.5% | +25.2% |
| All | +74.4% | +230.1% | -155.6% | +25.4% |
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