-5.8%
GEHC vs EQNR
+87.7%
-93.5%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.1% | +0.9% | -1.6% |
| 7D | -3.8% | +2.7% | -6.5% | -3.3% |
| 30D | -0.8% | +10.0% | -10.7% | +1.2% |
| 3M | +12.5% | +13.5% | -1.0% | +15.7% |
| 6M | -10.7% | +39.2% | -49.9% | -4.4% |
| YTD | -14.9% | +86.6% | -101.5% | -5.9% |
| All | -5.8% | +87.7% | -93.5% | +4.4% |
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 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