+94.2%
EQNR vs GPC
-0.9%
+95.1%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.7% |
| 7D | +6.4% | -3.2% | +9.6% | +5.9% |
| 30D | +10.4% | +0.5% | +9.8% | +10.5% |
| 3M | +23.1% | +31.7% | -8.7% | +28.7% |
| 6M | +36.3% | +24.7% | +11.6% | +45.1% |
| YTD | +96.0% | +11.8% | +84.2% | +111.5% |
| 1Y | +94.2% | -3.0% | +97.2% | +114.4% |
| All | +94.2% | -0.9% | +95.1% | +114.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 1y: compounded portfolio wealth divided by compounded GPC 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…
1y analysis · Full analysis span regression · 6 months rolling