+409.3%
EQNR vs GWRE
+131.0%
+278.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.8% |
| 7D | +6.4% | -13.2% | +19.7% | +8.4% |
| 30D | +10.4% | -18.6% | +28.9% | +12.8% |
| 3M | +23.1% | +18.9% | +4.2% | +18.0% |
| 6M | +36.3% | -11.0% | +47.2% | +35.7% |
| YTD | +96.0% | -29.9% | +125.9% | +102.2% |
| 1Y | +94.2% | -44.3% | +138.6% | +108.3% |
| 3Y | +75.3% | +51.7% | +23.6% | +48.5% |
| 5Y | +187.2% | +15.4% | +171.8% | +157.2% |
| All | +409.3% | +131.0% | +278.3% | +288.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 10y: compounded portfolio wealth divided by compounded GWRE 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…
10y analysis · Full analysis span regression · 6 months rolling