+142.7%
WMB vs GGLL
+194.0%
-51.4%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.6% | +2.1% | +1.6% |
| 7D | -6.9% | +5.1% | -12.0% | -7.2% |
| 30D | -7.2% | -35.5% | +28.3% | -5.3% |
| 3M | -5.4% | -39.2% | +33.7% | -3.3% |
| 6M | -4.9% | -54.4% | +49.5% | -1.1% |
| YTD | +14.7% | -29.8% | +44.5% | +14.7% |
| 1Y | +14.7% | -20.4% | +35.1% | +13.2% |
| 3Y | +116.4% | +149.7% | -33.4% | +85.2% |
| All | +142.7% | +194.0% | -51.4% | +108.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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