+212.2%
WMB vs GTLB
-47.1%
+259.4%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -0.9% | +0.1% |
| 7D | +0.6% | +11.1% | -10.5% | +0.2% |
| 30D | +3.3% | +37.8% | -34.5% | +2.2% |
| 3M | +3.1% | +61.6% | -58.4% | +1.4% |
| 6M | -0.7% | +98.9% | -99.6% | -3.3% |
| YTD | +25.2% | +32.8% | -7.6% | +23.6% |
| 1Y | +32.9% | +14.7% | +18.2% | +31.9% |
| 3Y | +140.6% | +1.3% | +139.2% | +137.2% |
| All | +212.2% | -47.1% | +259.4% | +200.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling