+40.6%
GLW vs EQNR
+89.2%
-48.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -6.2% | +0.4% | -7.3% |
| 7D | -9.5% | -10.2% | +0.7% | -11.8% |
| 30D | -25.5% | +1.1% | -26.5% | -24.9% |
| 3M | -25.6% | +10.3% | -35.9% | -22.8% |
| 6M | -25.5% | +5.7% | -31.2% | -22.1% |
| YTD | +36.4% | +87.2% | -50.9% | +38.9% |
| 1Y | +40.6% | +87.4% | -46.8% | +43.7% |
| All | +40.6% | +89.2% | -48.6% | +43.7% |
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