+296.0%
GDX vs EQNR
+416.8%
-120.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.2% |
| 7D | -2.2% | +6.4% | -8.6% | -3.3% |
| 30D | +6.8% | +10.4% | -3.6% | +4.7% |
| 3M | +24.9% | +23.1% | +1.8% | +19.4% |
| 6M | -4.2% | +36.3% | -40.5% | -12.2% |
| YTD | +13.2% | +96.0% | -82.8% | -5.2% |
| 1Y | +40.2% | +94.2% | -54.0% | +17.3% |
| 3Y | +249.6% | +75.3% | +174.3% | +195.8% |
| 5Y | +230.4% | +187.2% | +43.2% | +145.2% |
| All | +296.0% | +416.8% | -120.8% | +112.3% |
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 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