+259.9%
WMB vs GPC
+93.7%
+166.1%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.3% | +1.4% | +3.0% |
| 7D | -6.7% | +0.8% | -7.5% | -6.9% |
| 30D | -8.6% | -1.1% | -7.5% | -8.5% |
| 3M | -4.9% | -6.6% | +1.7% | -3.2% |
| 6M | -6.3% | +22.2% | -28.5% | -13.7% |
| YTD | +13.0% | +5.1% | +7.9% | +8.3% |
| 1Y | +14.9% | +2.8% | +12.1% | +10.9% |
| 3Y | +113.4% | +2.4% | +111.0% | +97.1% |
| 5Y | +190.2% | +7.8% | +182.4% | +155.0% |
| 10Y | +259.9% | +87.2% | +172.6% | +144.9% |
| All | +259.9% | +93.7% | +166.1% | +144.9% |
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