+270.9%
WMB vs GFI
+515.1%
-244.2%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.9% | -0.2% | -2.9% |
| 7D | -1.7% | -5.1% | +3.5% | -1.4% |
| 30D | +0.7% | +13.4% | -12.7% | -0.2% |
| 3M | +1.5% | +36.2% | -34.7% | -0.8% |
| 6M | +0.1% | -9.8% | +9.9% | +0.3% |
| YTD | +22.9% | +7.7% | +15.2% | +21.0% |
| 1Y | +27.9% | +27.2% | +0.7% | +23.5% |
| 3Y | +139.1% | +300.3% | -161.1% | +105.2% |
| 5Y | +270.9% | +539.8% | -268.9% | +205.0% |
| All | +270.9% | +515.1% | -244.2% | +205.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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