+185.7%
GS vs WMB
+275.1%
-89.4%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | -0.1% | 0.0% |
| 7D | +0.9% | +0.6% | +0.4% | +0.7% |
| 30D | -1.6% | +3.3% | -4.8% | -3.2% |
| 3M | -4.5% | +3.1% | -7.6% | -6.2% |
| 6M | +20.9% | -0.7% | +21.6% | +20.1% |
| YTD | +19.9% | +25.2% | -5.3% | +6.6% |
| 1Y | +41.4% | +32.9% | +8.6% | +21.2% |
| 3Y | +239.2% | +140.6% | +98.6% | +117.1% |
| All | +185.7% | +275.1% | -89.4% | +49.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling