+24.8%
GDX vs EQNR
+89.2%
-64.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -6.2% | +15.2% | +7.0% |
| 7D | +0.8% | -10.2% | +11.0% | -2.1% |
| 30D | -3.2% | +1.1% | -4.3% | -2.8% |
| 3M | +8.6% | +10.3% | -1.8% | +12.5% |
| 6M | -1.2% | +5.7% | -6.9% | +1.4% |
| YTD | -1.4% | +87.2% | -88.6% | +7.4% |
| 1Y | +24.8% | +87.4% | -62.6% | +36.3% |
| All | +24.8% | +89.2% | -64.4% | +36.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling