+272.9%
WMB vs GRMN
+651.6%
-378.8%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.6% | +1.8% |
| 7D | -6.9% | +6.3% | -13.3% | -8.7% |
| 30D | -7.2% | +7.6% | -14.7% | -9.5% |
| 3M | -5.4% | -7.5% | +2.0% | -3.7% |
| 6M | -4.9% | +21.2% | -26.1% | -11.7% |
| YTD | +14.7% | +44.0% | -29.3% | -0.4% |
| 1Y | +14.7% | +44.7% | -30.0% | -0.6% |
| 3Y | +116.4% | +160.5% | -44.2% | +41.1% |
| 5Y | +198.5% | +124.6% | +73.9% | +104.2% |
| All | +272.9% | +651.6% | -378.8% | +55.0% |
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