+245.7%
GLDM vs EQNR
+192.4%
+53.3%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.2% | -3.3% | +0.8% |
| 7D | +0.2% | +3.8% | -3.6% | 0.0% |
| 30D | +0.3% | +11.4% | -11.2% | -0.2% |
| 3M | +3.3% | +24.8% | -21.5% | +2.2% |
| 6M | -14.5% | +42.3% | -56.7% | -16.3% |
| YTD | +1.9% | +97.9% | -95.9% | -2.1% |
| 1Y | +21.1% | +95.9% | -74.8% | +16.2% |
| 3Y | +128.6% | +77.3% | +51.3% | +119.5% |
| 5Y | +143.8% | +195.3% | -51.5% | +131.4% |
| All | +245.7% | +192.4% | +53.3% | +224.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling