+851.8%
GLW vs EQNR
+416.8%
+435.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.7% | +2.2% |
| 7D | +7.8% | +6.4% | +1.4% | +6.1% |
| 30D | -0.4% | +10.4% | -10.8% | -3.0% |
| 3M | -5.6% | +23.1% | -28.7% | -11.6% |
| 6M | +26.7% | +36.3% | -9.6% | +12.7% |
| YTD | +91.0% | +96.0% | -4.9% | +50.1% |
| 1Y | +122.4% | +94.2% | +28.2% | +74.5% |
| 3Y | +471.0% | +75.3% | +395.7% | +350.9% |
| 5Y | +385.6% | +187.2% | +198.4% | +192.6% |
| All | +851.8% | +416.8% | +435.0% | +343.5% |
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