+177.1%
GH vs EQNR
+93.1%
+84.0%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.4% | -1.2% |
| 7D | -2.5% | +6.4% | -8.9% | -0.9% |
| 30D | -4.7% | +10.4% | -15.0% | -2.0% |
| 3M | +20.2% | +23.1% | -2.9% | +29.5% |
| 6M | +78.8% | +36.3% | +42.5% | +101.5% |
| YTD | +54.1% | +96.0% | -41.9% | +100.7% |
| 1Y | +177.1% | +94.2% | +82.9% | +260.3% |
| All | +177.1% | +93.1% | +84.0% | +260.3% |
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