+298.4%
WMB vs GPN
+28.2%
+270.2%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.8% |
| 7D | -1.0% | -4.6% | +3.6% | +0.2% |
| 30D | -0.4% | -0.3% | -0.2% | -0.6% |
| 3M | +3.2% | +35.4% | -32.2% | -6.3% |
| 6M | +0.1% | +21.7% | -21.6% | -7.0% |
| YTD | +23.9% | +14.9% | +9.0% | +16.0% |
| 1Y | +27.6% | +3.2% | +24.4% | +23.0% |
| 3Y | +141.9% | -27.1% | +169.1% | +153.6% |
| 5Y | +273.8% | -44.4% | +318.1% | +319.7% |
| All | +298.4% | +28.2% | +270.2% | +257.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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