+216.5%
WMB vs GTLB
-50.8%
+267.3%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.8% |
| 7D | 0.0% | -6.6% | +6.6% | +0.2% |
| 30D | +4.6% | +13.7% | -9.2% | +4.1% |
| 3M | +5.7% | +52.9% | -47.2% | +4.2% |
| 6M | +4.2% | +88.5% | -84.3% | +1.6% |
| YTD | +26.8% | +23.4% | +3.4% | +25.6% |
| 1Y | +34.7% | -3.8% | +38.5% | +34.6% |
| 3Y | +146.8% | -11.5% | +158.3% | +144.6% |
| All | +216.5% | -50.8% | +267.3% | +205.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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