+215.0%
GLD vs EQNR
+416.8%
-201.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.6% |
| 7D | -2.0% | +6.4% | -8.4% | -2.2% |
| 30D | -1.5% | +10.4% | -11.9% | -2.0% |
| 3M | +3.2% | +23.1% | -19.9% | +2.1% |
| 6M | -16.3% | +36.3% | -52.6% | -18.0% |
| YTD | +0.6% | +96.0% | -95.3% | -3.7% |
| 1Y | +19.1% | +94.2% | -75.1% | +14.0% |
| 3Y | +123.5% | +75.3% | +48.3% | +114.1% |
| 5Y | +138.5% | +187.2% | -48.7% | +124.3% |
| All | +215.0% | +416.8% | -201.8% | +184.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling