-10.9%
GTLB vs EQNR
+72.8%
-83.7%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.7% |
| 7D | -5.7% | +6.4% | -12.1% | -5.2% |
| 30D | +15.1% | +10.4% | +4.8% | +16.0% |
| 3M | +65.5% | +23.1% | +42.4% | +67.9% |
| 6M | +102.9% | +36.3% | +66.6% | +108.1% |
| YTD | +25.2% | +96.0% | -70.8% | +31.1% |
| 1Y | -5.5% | +94.2% | -99.7% | -0.9% |
| 3Y | -10.9% | +75.3% | -86.1% | -7.9% |
| All | -10.9% | +72.8% | -83.7% | -7.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling