+75.3%
EQNR vs GWRE
+50.1%
+25.2%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.7% |
| 7D | +6.4% | -13.2% | +19.7% | +6.8% |
| 30D | +10.4% | -18.6% | +28.9% | +10.9% |
| 3M | +23.1% | +18.9% | +4.2% | +21.7% |
| 6M | +36.3% | -11.0% | +47.2% | +36.6% |
| YTD | +96.0% | -29.9% | +125.9% | +97.2% |
| 1Y | +94.2% | -44.3% | +138.6% | +97.7% |
| 3Y | +75.3% | +51.7% | +23.6% | +70.1% |
| All | +75.3% | +50.1% | +25.2% | +70.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling