+632.4%
GEV vs EQNR
+100.7%
+531.8%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.7% | +4.3% | +3.6% |
| 7D | +1.6% | +6.4% | -4.8% | +1.5% |
| 30D | -7.9% | +10.4% | -18.3% | -8.2% |
| 3M | +5.6% | +23.1% | -17.5% | +5.2% |
| 6M | +13.1% | +36.3% | -23.2% | +9.2% |
| YTD | +46.7% | +96.0% | -49.2% | +31.0% |
| 1Y | +51.3% | +94.2% | -42.9% | +35.0% |
| All | +632.4% | +100.7% | +531.8% | +540.8% |
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 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