+25.7%
GPN vs EQNR
+416.8%
-391.1%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.2% |
| 7D | -4.3% | +6.4% | -10.8% | -6.1% |
| 30D | 0.0% | +10.4% | -10.3% | -3.0% |
| 3M | +35.8% | +23.1% | +12.7% | +26.7% |
| 6M | +22.0% | +36.3% | -14.3% | +8.2% |
| YTD | +15.2% | +96.0% | -80.8% | -9.8% |
| 1Y | +3.5% | +94.2% | -90.7% | -19.0% |
| 3Y | -26.9% | +75.3% | -102.2% | -42.5% |
| 5Y | -44.2% | +187.2% | -231.4% | -66.4% |
| All | +25.7% | +416.8% | -391.1% | -45.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling