+147.7%
WMB vs GIS
-35.3%
+183.0%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.6% | +0.7% | -0.9% |
| 7D | 0.0% | -8.6% | +8.6% | +0.1% |
| 30D | +4.6% | -0.5% | +5.0% | +4.6% |
| 3M | +5.7% | +11.9% | -6.2% | +5.4% |
| 6M | +4.2% | -11.6% | +15.8% | +4.7% |
| YTD | +26.8% | -16.3% | +43.2% | +27.7% |
| 1Y | +34.7% | -21.8% | +56.4% | +35.8% |
| All | +147.7% | -35.3% | +183.0% | +149.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 3y: compounded portfolio wealth divided by compounded GIS 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…
3y analysis · Full analysis span regression · 6 months rolling