+34.7%
WMB vs GFS
+39.8%
-5.1%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.8% | -1.0% |
| 7D | 0.0% | +4.5% | -4.5% | -0.2% |
| 30D | +4.6% | -8.2% | +12.8% | +5.0% |
| 3M | +5.7% | -38.9% | +44.6% | +8.0% |
| 6M | +4.2% | -2.9% | +7.1% | +3.5% |
| YTD | +26.8% | +31.8% | -4.9% | +23.0% |
| 1Y | +34.7% | +43.1% | -8.5% | +29.2% |
| All | +34.7% | +39.8% | -5.1% | +29.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling