+376.8%
GWW vs EQH
+234.7%
+142.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.2% |
| 7D | -3.4% | +0.7% | -4.1% | -3.6% |
| 30D | -1.9% | +2.8% | -4.7% | -3.0% |
| 3M | -2.4% | +23.1% | -25.5% | -10.0% |
| 6M | +15.7% | +41.4% | -25.7% | +0.6% |
| YTD | +27.6% | +14.3% | +13.3% | +19.5% |
| 1Y | +27.2% | +1.6% | +25.6% | +24.1% |
| 3Y | +89.7% | +102.7% | -13.0% | +37.0% |
| 5Y | +223.9% | +104.5% | +119.4% | +125.5% |
| All | +376.8% | +234.7% | +142.1% | +145.7% |
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