+46.2%
GFS vs EQNR
+93.1%
-46.9%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.8% | +2.1% |
| 7D | +3.8% | +6.4% | -2.6% | +4.7% |
| 30D | -11.7% | +10.4% | -22.1% | -10.5% |
| 3M | -41.8% | +23.1% | -64.9% | -39.5% |
| 6M | +6.6% | +36.3% | -29.6% | +8.3% |
| YTD | +34.6% | +96.0% | -61.3% | +34.1% |
| 1Y | +46.2% | +94.2% | -48.1% | +46.3% |
| All | +46.2% | +93.1% | -46.9% | +46.3% |
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