-54.5%
GTLB vs EQH
+84.8%
-139.3%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.0% | +1.1% | +1.4% |
| 7D | -4.1% | -1.8% | -2.3% | -2.9% |
| 30D | +12.3% | +2.4% | +9.9% | +10.6% |
| 3M | +65.9% | +26.3% | +39.6% | +39.5% |
| 6M | +104.0% | +35.8% | +68.2% | +60.6% |
| YTD | +26.0% | +12.7% | +13.4% | +14.1% |
| 1Y | -3.5% | +2.5% | -5.9% | -7.3% |
| 3Y | -9.6% | +98.6% | -108.3% | -52.5% |
| All | -54.5% | +84.8% | -139.3% | -72.1% |
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