+220.4%
GDXJ vs EQNR
+183.4%
+37.0%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.7% | +1.2% |
| 7D | -2.8% | +6.4% | -9.2% | -3.9% |
| 30D | +5.0% | +10.4% | -5.4% | +3.0% |
| 3M | +24.1% | +23.1% | +1.0% | +18.7% |
| 6M | -7.4% | +36.3% | -43.6% | -16.2% |
| YTD | +10.2% | +96.0% | -85.7% | -11.5% |
| 1Y | +42.5% | +94.2% | -51.7% | +14.1% |
| 3Y | +285.7% | +75.3% | +210.5% | +213.4% |
| All | +220.4% | +183.4% | +37.0% | +123.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling