+207.3%
GDX vs EQNR
+377.0%
-169.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.4% |
| 7D | -2.2% | +6.4% | -8.6% | -4.6% |
| 30D | +6.8% | +10.4% | -3.6% | +2.5% |
| 3M | +24.9% | +23.1% | +1.8% | +13.5% |
| 6M | -4.2% | +36.3% | -40.5% | -19.1% |
| YTD | +13.2% | +96.0% | -82.8% | -18.4% |
| 1Y | +40.2% | +94.2% | -54.0% | +0.6% |
| 3Y | +249.6% | +75.3% | +174.3% | +155.2% |
| 5Y | +230.4% | +187.2% | +43.2% | +83.0% |
| 10Y | +305.4% | +415.5% | -110.0% | +44.7% |
| All | +207.3% | +377.0% | -169.7% | -11.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling