+5,449.9%
WMB vs GFI
+682.6%
+4,767.3%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.9% |
| 7D | 0.0% | +4.7% | -4.7% | -0.5% |
| 30D | +4.6% | +14.4% | -9.8% | +2.9% |
| 3M | +5.7% | +32.5% | -26.8% | +1.9% |
| 6M | +4.2% | -7.2% | +11.3% | +3.8% |
| YTD | +26.8% | +10.9% | +16.0% | +23.2% |
| 1Y | +34.7% | +35.5% | -0.8% | +27.2% |
| 3Y | +146.8% | +312.1% | -165.3% | +100.9% |
| 5Y | +285.0% | +524.6% | -239.6% | +190.0% |
| 10Y | +313.2% | +1,092.7% | -779.6% | +162.4% |
| All | +5,449.9% | +682.6% | +4,767.3% | +3,233.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling