-14.9%
GME vs EQNR
+93.1%
-108.0%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.7% | +4.4% | +3.7% |
| 7D | +10.4% | +6.4% | +3.9% | +10.7% |
| 30D | +14.1% | +10.4% | +3.7% | +14.6% |
| 3M | -4.6% | +23.1% | -27.7% | -3.1% |
| 6M | -13.5% | +36.3% | -49.8% | -13.0% |
| YTD | +5.3% | +96.0% | -90.6% | +3.6% |
| 1Y | -14.9% | +94.2% | -109.1% | -16.7% |
| All | -14.9% | +93.1% | -108.0% | -16.7% |
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