+122.4%
GLW vs EQNR
+93.1%
+29.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.7% | +1.9% |
| 7D | +7.8% | +6.4% | +1.4% | +9.3% |
| 30D | -0.4% | +10.4% | -10.8% | +1.8% |
| 3M | -5.6% | +23.1% | -28.7% | +0.7% |
| 6M | +26.7% | +36.3% | -9.6% | +30.8% |
| YTD | +91.0% | +96.0% | -4.9% | +88.9% |
| 1Y | +122.4% | +94.2% | +28.2% | +120.9% |
| All | +122.4% | +93.1% | +29.3% | +120.9% |
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 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