+457.2%
GS vs WMB
+265.8%
+191.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.5% | -1.1% | -0.3% |
| 7D | +1.6% | -6.9% | +8.5% | +4.9% |
| 30D | +1.7% | -7.2% | +8.8% | +4.8% |
| 3M | -11.6% | -5.4% | -6.2% | -10.0% |
| 6M | -1.9% | -4.9% | +3.0% | -1.1% |
| YTD | +5.1% | +14.7% | -9.6% | -4.2% |
| 1Y | +16.4% | +14.7% | +1.7% | +6.0% |
| 3Y | +199.0% | +116.4% | +82.6% | +94.2% |
| 5Y | +157.4% | +198.5% | -41.1% | +39.5% |
| 10Y | +457.2% | +266.3% | +191.0% | +137.4% |
| All | +457.2% | +265.8% | +191.4% | +137.4% |
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