-54.8%
GTLB vs EQH
+87.4%
-142.2%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -1.6% |
| 7D | -5.7% | +0.7% | -6.4% | -6.1% |
| 30D | +15.1% | +2.8% | +12.3% | +13.1% |
| 3M | +65.5% | +23.1% | +42.4% | +41.9% |
| 6M | +102.9% | +41.4% | +61.5% | +55.3% |
| YTD | +25.2% | +14.3% | +10.9% | +12.2% |
| 1Y | -5.5% | +1.6% | -7.1% | -8.6% |
| 3Y | -10.9% | +102.7% | -113.6% | -53.9% |
| All | -54.8% | +87.4% | -142.2% | -72.5% |
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