+61.4%
GH vs EQNR
+86.3%
-24.8%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.0% | -0.6% | -8.4% | -9.1% |
| 7D | -17.2% | -10.6% | -6.6% | -18.9% |
| 30D | -10.1% | -1.1% | -9.0% | -9.8% |
| 3M | -6.0% | +12.6% | -18.6% | -2.0% |
| 6M | +71.4% | +4.9% | +66.5% | +78.6% |
| YTD | +50.2% | +86.1% | -35.9% | +85.8% |
| 1Y | +61.4% | +87.5% | -26.1% | +99.7% |
| All | +61.4% | +86.3% | -24.8% | +99.7% |
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