+7.0%
GLXY vs EQNR
+101.5%
-94.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.0% |
| 7D | -7.3% | +6.4% | -13.8% | -6.0% |
| 30D | +15.7% | +10.4% | +5.4% | +18.2% |
| 3M | -26.7% | +23.1% | -49.7% | -22.9% |
| 6M | +13.7% | +36.3% | -22.6% | +19.0% |
| YTD | +9.1% | +96.0% | -86.8% | +15.5% |
| 1Y | -15.5% | +94.2% | -109.7% | -10.5% |
| All | +7.0% | +101.5% | -94.5% | +18.0% |
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