+371.6%
GH vs EQNR
+72.8%
+298.8%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.4% | -1.1% |
| 7D | -2.5% | +6.4% | -8.9% | -2.1% |
| 30D | -4.7% | +10.4% | -15.0% | -4.1% |
| 3M | +20.2% | +23.1% | -2.9% | +22.6% |
| 6M | +78.8% | +36.3% | +42.5% | +81.7% |
| YTD | +54.1% | +96.0% | -41.9% | +55.0% |
| 1Y | +177.1% | +94.2% | +82.9% | +178.3% |
| 3Y | +371.6% | +75.3% | +296.4% | +381.6% |
| All | +371.6% | +72.8% | +298.8% | +381.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling