+310.1%
GDX vs WELL
+451.0%
-140.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.0% | +3.5% | +4.2% |
| 7D | +15.6% | +3.5% | +12.1% | +14.9% |
| 30D | +2.4% | +9.7% | -7.3% | +0.8% |
| 3M | +1.7% | +4.8% | -3.0% | +0.8% |
| 6M | -3.3% | +16.1% | -19.4% | -6.0% |
| YTD | +6.6% | +34.7% | -28.1% | +0.9% |
| 1Y | +27.0% | +31.9% | -4.9% | +20.5% |
| 3Y | +243.4% | +209.9% | +33.5% | +183.0% |
| 5Y | +194.2% | +226.5% | -32.3% | +138.1% |
| 10Y | +310.1% | +455.3% | -145.1% | +196.8% |
| All | +310.1% | +451.0% | -140.8% | +196.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WELL.
Daily Out/Under-Performance
Portfolio return minus WELL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WELL 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 WELL 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