+327.4%
GGLL vs EQNR
+78.7%
+248.7%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.7% | +4.0% | +3.3% |
| 7D | -0.3% | +6.4% | -6.7% | -0.1% |
| 30D | -4.0% | +10.4% | -14.3% | -3.6% |
| 3M | -15.5% | +23.1% | -38.6% | -15.0% |
| 6M | +7.6% | +36.3% | -28.7% | +6.1% |
| YTD | +2.0% | +96.0% | -94.0% | -4.4% |
| 1Y | +63.9% | +94.2% | -30.3% | +53.7% |
| 3Y | +239.7% | +75.3% | +164.4% | +215.6% |
| All | +327.4% | +78.7% | +248.7% | +315.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling