+49.2%
GEV vs EQNR
+87.4%
-38.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -6.2% | -3.1% | -10.3% |
| 7D | -5.1% | -10.2% | +5.0% | -7.0% |
| 30D | -15.8% | +1.1% | -16.9% | -15.4% |
| 3M | -18.2% | +10.3% | -28.5% | -16.0% |
| 6M | -22.4% | +5.7% | -28.0% | -19.4% |
| YTD | +27.7% | +87.2% | -59.5% | +43.3% |
| All | +49.2% | +87.4% | -38.2% | +71.7% |
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