+113.4%
WMB vs GGLL
+153.6%
-40.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.5% | +1.2% | +3.6% |
| 7D | -6.7% | +6.3% | -13.0% | -6.8% |
| 30D | -8.6% | -35.1% | +26.5% | -7.4% |
| 3M | -4.9% | -37.7% | +32.7% | -3.6% |
| 6M | -6.3% | -54.1% | +47.8% | -3.7% |
| YTD | +13.0% | -29.4% | +42.4% | +12.7% |
| 1Y | +14.9% | -13.4% | +28.3% | +12.7% |
| 3Y | +113.4% | +158.3% | -44.9% | +97.9% |
| All | +113.4% | +153.6% | -40.2% | +97.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling