+183.8%
GRMN vs EQNR
+72.8%
+111.0%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.7% | +4.9% | +4.3% |
| 7D | +2.4% | +6.4% | -4.0% | +1.9% |
| 30D | -8.5% | +10.4% | -18.8% | -9.3% |
| 3M | +19.5% | +23.1% | -3.6% | +17.2% |
| 6M | +21.2% | +36.3% | -15.1% | +15.8% |
| YTD | +41.0% | +96.0% | -54.9% | +27.6% |
| 1Y | +19.6% | +94.2% | -74.6% | +8.2% |
| 3Y | +183.8% | +75.3% | +108.5% | +155.6% |
| All | +183.8% | +72.8% | +111.0% | +155.6% |
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