+227.0%
WMB vs GFS
-2.1%
+229.1%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.8% | -1.1% |
| 7D | 0.0% | +4.5% | -4.5% | -0.4% |
| 30D | +4.6% | -8.2% | +12.8% | +5.3% |
| 3M | +5.7% | -38.9% | +44.6% | +10.0% |
| 6M | +4.2% | -2.9% | +7.1% | +3.0% |
| YTD | +26.8% | +31.8% | -4.9% | +21.2% |
| 1Y | +34.7% | +43.1% | -8.5% | +27.2% |
| 3Y | +146.8% | -20.6% | +167.4% | +142.9% |
| All | +227.0% | -2.1% | +229.1% | +211.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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