+212.7%
GDX vs WELL
+204.0%
+8.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | -0.1% | -0.2% |
| 7D | -6.8% | +0.1% | -6.9% | -6.8% |
| 30D | -2.1% | +5.7% | -7.8% | -3.7% |
| 3M | -7.5% | +4.6% | -12.1% | -8.8% |
| 6M | -15.2% | +11.9% | -27.0% | -18.0% |
| YTD | -4.8% | +33.6% | -38.4% | -14.2% |
| 1Y | +6.7% | +29.8% | -23.0% | -2.9% |
| 3Y | +212.7% | +202.2% | +10.6% | +87.9% |
| All | +212.7% | +204.0% | +8.7% | +87.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling