+75.8%
GM vs EQNR
+183.4%
-107.6%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.5% |
| 7D | -2.4% | +6.4% | -8.9% | -3.2% |
| 30D | -1.1% | +10.4% | -11.5% | -2.3% |
| 3M | +6.1% | +23.1% | -17.0% | +3.1% |
| 6M | +15.0% | +36.3% | -21.3% | +7.9% |
| YTD | +6.0% | +96.0% | -90.0% | -8.3% |
| 1Y | +47.1% | +94.2% | -47.1% | +27.2% |
| 3Y | +170.5% | +75.3% | +95.2% | +135.3% |
| All | +75.8% | +183.4% | -107.6% | +30.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling