+289.0%
GDX vs WELL
+335.2%
-46.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.3% | -0.9% |
| 7D | +4.0% | -1.3% | +5.3% | +4.2% |
| 30D | +9.5% | +0.5% | +9.0% | +9.4% |
| 3M | +25.1% | +19.1% | +6.0% | +21.1% |
| 6M | -2.9% | +17.0% | -19.9% | -5.8% |
| YTD | +14.7% | +29.2% | -14.5% | +9.2% |
| 1Y | +47.4% | +42.1% | +5.3% | +37.7% |
| 3Y | +259.7% | +204.5% | +55.1% | +195.3% |
| 5Y | +227.7% | +211.0% | +16.7% | +165.2% |
| 10Y | +289.0% | +337.6% | -48.6% | +251.0% |
| All | +289.0% | +335.2% | -46.2% | +251.0% |
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