-12.2%
GGLL vs EQNR
+89.2%
-101.4%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -6.2% | +12.7% | +3.6% |
| 7D | -23.1% | -10.2% | -12.9% | -26.6% |
| 30D | -32.9% | +1.1% | -34.0% | -32.0% |
| 3M | -44.9% | +10.3% | -55.2% | -41.5% |
| 6M | -49.5% | +5.7% | -55.2% | -46.6% |
| YTD | -28.9% | +87.2% | -116.1% | -7.8% |
| 1Y | -12.2% | +87.4% | -99.6% | +14.4% |
| All | -12.2% | +89.2% | -101.4% | +14.4% |
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