+282.2%
WMB vs GH
+458.1%
-175.8%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | +8.1% | +0.9% | +7.1% | +8.0% |
| 30D | -6.9% | -4.5% | -2.4% | -6.5% |
| 3M | -5.1% | -6.2% | +1.1% | -4.8% |
| 6M | -5.7% | +55.0% | -60.7% | -9.7% |
| YTD | +18.1% | +51.6% | -33.6% | +12.7% |
| 1Y | +18.4% | +58.3% | -39.9% | +12.5% |
| 3Y | +122.7% | +617.6% | -494.9% | +78.2% |
| 5Y | +202.0% | +49.2% | +152.9% | +169.0% |
| All | +282.2% | +458.1% | -175.8% | +192.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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