+181.3%
GS vs EQNR
+185.3%
-4.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.9% |
| 7D | -1.7% | +5.7% | -7.5% | -2.2% |
| 30D | -0.9% | +11.3% | -12.2% | -1.9% |
| 3M | +2.3% | +21.5% | -19.1% | +0.2% |
| 6M | +23.4% | +41.8% | -18.4% | +17.0% |
| YTD | +17.7% | +97.3% | -79.6% | +5.3% |
| 1Y | +35.1% | +89.9% | -54.8% | +21.4% |
| 3Y | +234.9% | +76.9% | +158.1% | +201.2% |
| All | +181.3% | +185.3% | -4.1% | +123.3% |
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