+289.2%
GFI vs EQNR
+72.8%
+216.4%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.6% | -1.3% |
| 7D | -4.9% | +6.4% | -11.3% | -5.0% |
| 30D | +10.7% | +10.4% | +0.4% | +10.5% |
| 3M | +25.6% | +23.1% | +2.5% | +24.8% |
| 6M | -8.3% | +36.3% | -44.5% | -13.5% |
| YTD | +6.3% | +96.0% | -89.7% | -9.9% |
| 1Y | +22.1% | +94.2% | -72.1% | +3.2% |
| 3Y | +289.2% | +75.3% | +213.9% | +231.9% |
| All | +289.2% | +72.8% | +216.4% | +231.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling