+61.5%
GNRC vs EQNR
+72.8%
-11.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.7% | +3.6% | +2.9% |
| 7D | -0.2% | +6.4% | -6.6% | -0.2% |
| 30D | -15.7% | +10.4% | -26.1% | -15.8% |
| 3M | -27.3% | +23.1% | -50.4% | -27.2% |
| 6M | -12.1% | +36.3% | -48.3% | -13.7% |
| YTD | +37.1% | +96.0% | -58.9% | +28.3% |
| 1Y | -0.5% | +94.2% | -94.7% | -6.9% |
| 3Y | +61.5% | +75.3% | -13.7% | +47.4% |
| All | +61.5% | +72.8% | -11.3% | +47.4% |
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