+1,036.1%
GFI vs EQNR
+416.8%
+619.3%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.1% |
| 7D | -2.7% | +6.4% | -9.1% | -3.6% |
| 30D | +13.2% | +10.4% | +2.9% | +11.6% |
| 3M | +28.5% | +23.1% | +5.4% | +24.0% |
| 6M | -6.2% | +36.3% | -42.5% | -12.8% |
| YTD | +8.7% | +96.0% | -87.2% | -6.5% |
| 1Y | +24.8% | +94.2% | -69.4% | +7.2% |
| 3Y | +298.0% | +75.3% | +222.8% | +245.5% |
| 5Y | +546.0% | +187.2% | +358.8% | +401.2% |
| All | +1,036.1% | +416.8% | +619.3% | +548.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling