+219.3%
WMB vs GTLB
-50.0%
+269.3%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -5.4% | +7.6% | +2.4% |
| 7D | +0.8% | +4.6% | -3.8% | +0.6% |
| 30D | +7.7% | +21.0% | -13.3% | +7.0% |
| 3M | +6.7% | +51.7% | -45.0% | +5.1% |
| 6M | +3.6% | +89.3% | -85.6% | +1.0% |
| YTD | +28.0% | +25.6% | +2.4% | +26.6% |
| 1Y | +37.6% | -1.5% | +39.2% | +37.4% |
| 3Y | +149.0% | -9.9% | +159.0% | +146.7% |
| All | +219.3% | -50.0% | +269.3% | +207.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling