+186.8%
GS vs WMB
+98.2%
+88.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -5.3% | -1.0% | -4.6% |
| 7D | -6.3% | -14.2% | +7.9% | -1.6% |
| 30D | -3.1% | -11.2% | +8.1% | +0.4% |
| 3M | -17.7% | -9.9% | -7.8% | -15.4% |
| 6M | -4.6% | -14.4% | +9.8% | -0.4% |
| YTD | +0.3% | +9.2% | -8.9% | -6.6% |
| 1Y | +11.7% | +15.1% | -3.3% | +1.0% |
| All | +186.8% | +98.2% | +88.6% | +96.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling