-25.9%
GPN vs EQNR
+70.6%
-96.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.7% | +2.2% |
| 7D | -2.3% | +5.8% | -8.1% | -2.4% |
| 30D | -2.8% | +9.2% | -12.0% | -3.0% |
| 3M | +33.6% | +24.3% | +9.3% | +32.4% |
| 6M | +32.2% | +28.9% | +3.3% | +29.0% |
| YTD | +17.7% | +94.8% | -77.1% | +7.9% |
| 1Y | +7.1% | +92.6% | -85.6% | -1.8% |
| 3Y | -25.9% | +70.7% | -96.5% | -33.0% |
| All | -25.9% | +70.6% | -96.4% | -33.0% |
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