+121.3%
WMB vs GPN
-12.5%
+133.7%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.2% | -4.7% | -0.7% |
| 7D | +7.8% | -5.6% | +13.5% | +8.0% |
| 30D | -5.1% | +13.6% | -18.7% | -5.7% |
| 3M | -4.7% | -2.8% | -1.9% | -4.6% |
| 6M | -7.4% | +38.1% | -45.5% | -9.7% |
| YTD | +17.5% | +19.9% | -2.5% | +16.0% |
| 1Y | +19.5% | +23.4% | -3.9% | +17.4% |
| 3Y | +121.3% | -12.6% | +133.9% | +122.4% |
| All | +121.3% | -12.5% | +133.7% | +122.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling