+95.2%
GD vs EQNR
+188.3%
-93.2%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | -3.2% | +5.7% | -8.9% | -3.9% |
| 30D | -9.6% | +11.3% | -20.9% | -10.9% |
| 3M | +4.3% | +21.5% | -17.2% | +1.3% |
| 6M | +0.5% | +41.8% | -41.3% | -5.5% |
| YTD | +6.6% | +97.3% | -90.7% | -5.2% |
| 1Y | +11.6% | +89.9% | -78.3% | -0.4% |
| 3Y | +72.6% | +76.9% | -4.3% | +54.5% |
| 5Y | +95.2% | +189.2% | -94.0% | +63.1% |
| All | +95.2% | +188.3% | -93.2% | +63.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling