+14.7%
GTLB vs EQNR
+85.2%
-70.6%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +0.8% |
| 7D | +11.1% | +1.7% | +9.4% | +11.3% |
| 30D | +37.8% | +11.5% | +26.3% | +40.0% |
| 3M | +61.6% | +12.9% | +48.7% | +64.8% |
| 6M | +98.9% | +36.0% | +63.0% | +116.1% |
| YTD | +32.8% | +84.1% | -51.3% | +57.9% |
| 1Y | +14.7% | +83.8% | -69.1% | +39.0% |
| All | +14.7% | +85.2% | -70.6% | +39.0% |
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 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