+179.4%
GSK vs EQNR
+2,025.8%
-1,846.4%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.2% |
| 7D | -3.5% | +6.4% | -10.0% | -4.7% |
| 30D | -3.4% | +10.4% | -13.8% | -5.3% |
| 3M | -8.1% | +23.1% | -31.2% | -12.1% |
| 6M | -11.1% | +36.3% | -47.4% | -17.5% |
| YTD | +0.7% | +96.0% | -95.2% | -13.4% |
| 1Y | +20.1% | +94.2% | -74.1% | +3.3% |
| 3Y | +46.1% | +75.3% | -29.1% | +25.8% |
| 5Y | +48.2% | +187.2% | -139.0% | +10.8% |
| 10Y | +80.1% | +415.5% | -335.4% | +11.1% |
| All | +179.4% | +2,025.8% | -1,846.4% | +21.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling