+266.3%
WMB vs GPC
+85.0%
+181.3%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.3% | +1.8% |
| 7D | -6.9% | +0.4% | -7.3% | -7.0% |
| 30D | -7.2% | -1.8% | -5.4% | -6.9% |
| 3M | -5.4% | -6.6% | +1.2% | -3.7% |
| 6M | -4.9% | +21.3% | -26.2% | -12.2% |
| YTD | +14.7% | +4.3% | +10.4% | +10.2% |
| 1Y | +14.7% | +3.3% | +11.5% | +10.5% |
| 3Y | +116.4% | +0.8% | +115.6% | +101.1% |
| 5Y | +198.5% | +7.4% | +191.1% | +162.3% |
| 10Y | +266.3% | +79.2% | +187.0% | +149.2% |
| All | +266.3% | +85.0% | +181.3% | +149.2% |
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