+266.3%
WMB vs GAP
+12.0%
+254.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +1.7% |
| 7D | -6.9% | -0.1% | -6.8% | -7.0% |
| 30D | -7.2% | -5.4% | -1.7% | -6.6% |
| 3M | -5.4% | +2.9% | -8.3% | -6.4% |
| 6M | -4.9% | -4.4% | -0.5% | -5.3% |
| YTD | +14.7% | -11.6% | +26.3% | +14.8% |
| 1Y | +14.7% | -6.0% | +20.8% | +13.4% |
| 3Y | +116.4% | +78.0% | +38.4% | +77.6% |
| 5Y | +198.5% | +8.5% | +190.1% | +157.1% |
| 10Y | +266.3% | +8.6% | +257.7% | +150.0% |
| All | +266.3% | +12.0% | +254.3% | +150.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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