+486.7%
GS vs WMB
+267.1%
+219.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.2% |
| 7D | -3.2% | -13.8% | +10.6% | +3.6% |
| 30D | -2.4% | -10.3% | +7.9% | +2.3% |
| 3M | -15.7% | -10.1% | -5.7% | -12.2% |
| 6M | -6.8% | -11.8% | +5.1% | -2.5% |
| YTD | -0.1% | +8.9% | -9.0% | -6.6% |
| 1Y | +12.1% | +14.0% | -1.9% | +2.1% |
| 3Y | +185.8% | +100.5% | +85.3% | +92.4% |
| 5Y | +140.1% | +179.5% | -39.4% | +34.1% |
| All | +486.7% | +267.1% | +219.6% | +152.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WMB.
Daily Out/Under-Performance
Portfolio return minus WMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WMB 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 10y: compounded portfolio wealth divided by compounded WMB 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…
10y analysis · Full analysis span regression · 6 months rolling