+214.2%
GDX vs WELL
+1,666.5%
-1,452.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | -0.1% | -1.7% |
| 7D | -0.4% | -0.8% | +0.4% | -0.2% |
| 30D | +18.6% | -0.1% | +18.7% | +18.6% |
| 3M | +14.9% | +18.0% | -3.1% | +10.1% |
| 6M | -6.3% | +15.0% | -21.2% | -9.6% |
| YTD | +15.7% | +28.6% | -12.9% | +8.5% |
| 1Y | +54.8% | +42.9% | +11.9% | +41.3% |
| 3Y | +253.4% | +203.0% | +50.4% | +170.3% |
| 5Y | +219.7% | +206.9% | +12.8% | +141.2% |
| 10Y | +300.2% | +339.5% | -39.3% | +159.6% |
| All | +214.2% | +1,666.5% | -1,452.3% | +0.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling