+285.7%
GDXJ vs EQNR
+72.8%
+212.9%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.7% | +1.1% |
| 7D | -2.8% | +6.4% | -9.2% | -3.2% |
| 30D | +5.0% | +10.4% | -5.4% | +4.3% |
| 3M | +24.1% | +23.1% | +1.0% | +22.1% |
| 6M | -7.4% | +36.3% | -43.6% | -13.9% |
| YTD | +10.2% | +96.0% | -85.7% | -9.1% |
| 1Y | +42.5% | +94.2% | -51.7% | +17.2% |
| 3Y | +285.7% | +75.3% | +210.5% | +218.8% |
| All | +285.7% | +72.8% | +212.9% | +218.8% |
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