-2.9%
GFS vs EQNR
+36.6%
-39.5%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.2% | -2.3% | +3.0% |
| 7D | +4.5% | +3.8% | +0.7% | +5.6% |
| 30D | -8.2% | +11.4% | -19.6% | -5.3% |
| 3M | -38.9% | +24.8% | -63.7% | -33.7% |
| 6M | -2.9% | +42.3% | -45.1% | +10.0% |
| All | -2.9% | +36.6% | -39.5% | +10.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling