+14.7%
GDX vs WELL
+32.0%
-17.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.1% | -5.6% | -5.4% |
| 7D | +11.5% | +2.7% | +8.8% | +11.6% |
| 30D | -3.1% | +9.8% | -13.0% | -2.6% |
| 3M | -4.4% | +5.8% | -10.2% | -4.0% |
| 6M | -8.6% | +16.2% | -24.8% | -6.3% |
| YTD | +0.8% | +34.9% | -34.0% | +11.8% |
| 1Y | +14.7% | +31.0% | -16.4% | +26.0% |
| All | +14.7% | +32.0% | -17.3% | +26.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling