+303.7%
WMB vs GPC
+83.6%
+220.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.2% |
| 7D | +0.6% | +1.2% | -0.6% | +0.2% |
| 30D | +3.3% | +6.0% | -2.7% | +1.2% |
| 3M | +3.1% | +42.6% | -39.5% | -9.2% |
| 6M | -0.7% | +22.8% | -23.5% | -8.4% |
| YTD | +25.2% | +15.5% | +9.7% | +16.8% |
| 1Y | +32.9% | +2.0% | +30.8% | +29.4% |
| 3Y | +140.6% | -1.4% | +142.0% | +128.4% |
| 5Y | +273.5% | +30.6% | +242.9% | +204.3% |
| All | +303.7% | +83.6% | +220.0% | +177.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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