+19.7%
GS vs EQNR
+89.2%
-69.6%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -6.2% | +9.8% | +2.2% |
| 7D | +0.3% | -10.2% | +10.5% | -1.8% |
| 30D | +3.9% | +1.1% | +2.8% | +4.3% |
| 3M | -11.4% | +10.3% | -21.8% | -9.2% |
| 6M | +3.7% | +5.7% | -2.0% | +5.4% |
| YTD | +7.1% | +87.2% | -80.1% | +17.3% |
| 1Y | +19.7% | +87.4% | -67.8% | +31.4% |
| All | +19.7% | +89.2% | -69.6% | +31.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling