+198.5%
WMB vs GIS
-32.9%
+231.5%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.6% |
| 7D | -6.9% | +1.5% | -8.4% | -7.0% |
| 30D | -7.2% | +9.2% | -16.4% | -7.9% |
| 3M | -5.4% | -5.4% | -0.1% | -5.1% |
| 6M | -4.9% | +3.4% | -8.3% | -5.4% |
| YTD | +14.7% | -20.5% | +35.2% | +17.0% |
| 1Y | +14.7% | -20.0% | +34.7% | +17.0% |
| 3Y | +116.4% | -38.6% | +155.0% | +125.4% |
| 5Y | +198.5% | -33.1% | +231.6% | +188.8% |
| All | +198.5% | -32.9% | +231.5% | +188.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling