+316.9%
WMB vs GRMN
+637.4%
-320.5%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.5% | +2.8% | +2.4% |
| 7D | +0.8% | +0.2% | +0.6% | +0.7% |
| 30D | +7.7% | -11.3% | +19.0% | +11.6% |
| 3M | +6.7% | +17.7% | -11.0% | +0.5% |
| 6M | +3.6% | +14.2% | -10.5% | -1.9% |
| YTD | +28.0% | +37.0% | -9.0% | +13.4% |
| 1Y | +37.6% | +17.0% | +20.6% | +28.0% |
| 3Y | +149.0% | +183.2% | -34.2% | +55.8% |
| 5Y | +285.3% | +77.3% | +208.0% | +192.4% |
| All | +316.9% | +637.4% | -320.5% | +65.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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