+33.1%
GDDY vs EQNR
+72.8%
-39.7%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +1.7% |
| 7D | -3.2% | +6.4% | -9.6% | -3.0% |
| 30D | +6.8% | +10.4% | -3.5% | +7.1% |
| 3M | +30.5% | +23.1% | +7.4% | +30.9% |
| 6M | +13.3% | +36.3% | -23.0% | +14.0% |
| YTD | -21.0% | +96.0% | -116.9% | -20.8% |
| 1Y | -34.0% | +94.2% | -128.2% | -33.9% |
| 3Y | +33.1% | +75.3% | -42.2% | +31.0% |
| All | +33.1% | +72.8% | -39.7% | +31.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling