+24.3%
GME vs EQNR
+72.8%
-48.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.7% | +4.4% | +3.8% |
| 7D | +10.4% | +6.4% | +3.9% | +9.3% |
| 30D | +14.1% | +10.4% | +3.7% | +12.3% |
| 3M | -4.6% | +23.1% | -27.7% | -7.9% |
| 6M | -13.5% | +36.3% | -49.8% | -19.9% |
| YTD | +5.3% | +96.0% | -90.6% | -12.8% |
| 1Y | -14.9% | +94.2% | -109.1% | -29.6% |
| 3Y | +24.3% | +75.3% | -51.0% | +1.2% |
| All | +24.3% | +72.8% | -48.5% | +1.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling