+27.9%
GAP vs EQNR
+416.8%
-388.9%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.7% | +3.6% | +3.1% |
| 7D | -4.1% | +6.4% | -10.5% | -6.5% |
| 30D | +6.2% | +10.4% | -4.1% | +1.7% |
| 3M | -0.7% | +23.1% | -23.8% | -9.9% |
| 6M | -7.1% | +36.3% | -43.4% | -21.8% |
| YTD | -14.1% | +96.0% | -110.0% | -39.7% |
| 1Y | -8.5% | +94.2% | -102.7% | -35.8% |
| 3Y | +115.4% | +75.3% | +40.1% | +54.0% |
| 5Y | +9.8% | +187.2% | -177.4% | -45.9% |
| All | +27.9% | +416.8% | -388.9% | -54.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EQNR.
Daily Out/Under-Performance
Portfolio return minus EQNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQNR 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 EQNR 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