+139.3%
GS vs WMB
+178.0%
-38.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -3.2% | -13.8% | +10.6% | +2.5% |
| 30D | -2.4% | -10.3% | +7.9% | +1.5% |
| 3M | -15.7% | -10.1% | -5.7% | -12.8% |
| 6M | -6.8% | -11.8% | +5.1% | -3.2% |
| YTD | -0.1% | +8.9% | -9.0% | -6.7% |
| 1Y | +12.1% | +14.0% | -1.9% | +2.1% |
| 3Y | +185.8% | +100.5% | +85.3% | +94.4% |
| All | +139.3% | +178.0% | -38.6% | +37.2% |
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