-10.9%
GTLB vs EQH
+100.2%
-111.1%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -1.4% |
| 7D | -5.7% | +0.7% | -6.4% | -6.0% |
| 30D | +15.1% | +2.8% | +12.3% | +13.5% |
| 3M | +65.5% | +23.1% | +42.4% | +46.9% |
| 6M | +102.9% | +41.4% | +61.5% | +64.8% |
| YTD | +25.2% | +14.3% | +10.9% | +15.3% |
| 1Y | -5.5% | +1.6% | -7.1% | -7.4% |
| 3Y | -10.9% | +102.7% | -113.6% | -42.3% |
| All | -10.9% | +100.2% | -111.1% | -42.3% |
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 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