-0.8%
GFS vs EQNR
+153.4%
-154.2%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | 0.0% |
| 7D | +3.2% | +5.7% | -2.5% | +2.7% |
| 30D | -9.6% | +11.3% | -20.8% | -10.4% |
| 3M | -38.5% | +21.5% | -60.0% | -39.7% |
| 6M | -1.3% | +41.8% | -43.1% | -6.2% |
| YTD | +31.8% | +97.3% | -65.5% | +18.9% |
| 1Y | +44.6% | +89.9% | -45.4% | +30.9% |
| 3Y | -20.6% | +76.9% | -97.5% | -28.1% |
| All | -0.8% | +153.4% | -154.2% | -14.1% |
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