-54.8%
GTLB vs EQNR
+139.9%
-194.6%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.6% |
| 7D | -5.7% | +6.4% | -12.1% | -6.2% |
| 30D | +15.1% | +10.4% | +4.8% | +14.1% |
| 3M | +65.5% | +23.1% | +42.4% | +62.0% |
| 6M | +102.9% | +36.3% | +66.6% | +95.7% |
| YTD | +25.2% | +96.0% | -70.8% | +14.9% |
| 1Y | -5.5% | +94.2% | -99.7% | -13.4% |
| 3Y | -10.9% | +75.3% | -86.1% | -17.9% |
| All | -54.8% | +139.9% | -194.6% | -57.6% |
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