+164.8%
WMB vs GGLL
+328.7%
-163.9%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.5% | +0.3% |
| 7D | +0.6% | -4.8% | +5.3% | +0.8% |
| 30D | +3.3% | -13.7% | +16.9% | +4.1% |
| 3M | +3.1% | -21.9% | +25.0% | +4.3% |
| 6M | -0.7% | +11.7% | -12.4% | -2.8% |
| YTD | +25.2% | +2.3% | +22.9% | +23.2% |
| 1Y | +32.9% | +76.2% | -43.3% | +24.0% |
| 3Y | +140.6% | +245.0% | -104.4% | +103.4% |
| All | +164.8% | +328.7% | -163.9% | +123.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling