+130.5%
WMB vs GGLL
+188.6%
-58.1%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.3% |
| 7D | -13.8% | +3.1% | -16.9% | -14.0% |
| 30D | -10.3% | -36.3% | +26.0% | -8.4% |
| 3M | -10.1% | -40.4% | +30.3% | -7.9% |
| 6M | -11.8% | -54.6% | +42.8% | -8.4% |
| YTD | +8.9% | -31.1% | +40.1% | +9.1% |
| 1Y | +14.0% | -19.2% | +33.2% | +12.2% |
| 3Y | +100.5% | +151.5% | -51.0% | +71.3% |
| All | +130.5% | +188.6% | -58.1% | +98.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling