+5,376.0%
WMB vs GPC
+2,341.8%
+3,034.2%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.4% |
| 7D | +0.6% | +1.2% | -0.6% | -0.1% |
| 30D | +3.3% | +6.0% | -2.7% | +0.1% |
| 3M | +3.1% | +42.6% | -39.5% | -15.6% |
| 6M | -0.7% | +22.8% | -23.5% | -12.8% |
| YTD | +25.2% | +15.5% | +9.7% | +11.8% |
| 1Y | +32.9% | +2.0% | +30.8% | +26.4% |
| 3Y | +140.6% | -1.4% | +142.0% | +118.1% |
| 5Y | +273.5% | +30.6% | +242.9% | +179.1% |
| 10Y | +334.2% | +80.6% | +253.6% | +148.3% |
| All | +5,376.0% | +2,341.8% | +3,034.2% | +761.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling