+124.2%
GLDM vs EQNR
+74.0%
+50.2%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.5% | -1.7% |
| 7D | -3.4% | +5.7% | -9.1% | -3.7% |
| 30D | -1.1% | +11.3% | -12.4% | -1.7% |
| 3M | +5.9% | +21.5% | -15.6% | +4.6% |
| 6M | -16.9% | +41.8% | -58.7% | -20.5% |
| YTD | +0.2% | +97.3% | -97.2% | -8.8% |
| 1Y | +18.6% | +89.9% | -71.3% | +8.4% |
| All | +124.2% | +74.0% | +50.2% | +104.6% |
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