+191.2%
GD vs EQNR
+416.8%
-225.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.6% |
| 7D | -1.0% | +6.4% | -7.4% | -2.5% |
| 30D | -9.7% | +10.4% | -20.1% | -12.0% |
| 3M | -0.4% | +23.1% | -23.5% | -6.1% |
| 6M | +1.5% | +36.3% | -34.8% | -7.9% |
| YTD | +7.1% | +96.0% | -88.9% | -12.4% |
| 1Y | +9.9% | +94.2% | -84.3% | -10.2% |
| 3Y | +74.6% | +75.3% | -0.6% | +44.0% |
| 5Y | +96.1% | +187.2% | -91.1% | +30.8% |
| All | +191.2% | +416.8% | -225.6% | +59.8% |
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