+84.4%
GRMN vs EQNR
+183.4%
-98.9%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.7% | +4.9% | +4.3% |
| 7D | +2.4% | +6.4% | -4.0% | +1.8% |
| 30D | -8.5% | +10.4% | -18.8% | -9.4% |
| 3M | +19.5% | +23.1% | -3.6% | +16.8% |
| 6M | +21.2% | +36.3% | -15.1% | +15.9% |
| YTD | +41.0% | +96.0% | -54.9% | +28.5% |
| 1Y | +19.6% | +94.2% | -74.6% | +8.9% |
| 3Y | +183.8% | +75.3% | +108.5% | +159.3% |
| All | +84.4% | +183.4% | -98.9% | +60.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling