+231.2%
GDXJ vs WELL
+463.2%
-232.0%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | -8.1% | +0.1% | -8.2% | -8.1% |
| 30D | -5.5% | +5.7% | -11.1% | -6.7% |
| 3M | -14.6% | +4.6% | -19.2% | -15.5% |
| 6M | -23.2% | +11.9% | -35.1% | -25.5% |
| YTD | -13.0% | +33.6% | -46.6% | -19.1% |
| 1Y | +2.8% | +29.8% | -27.0% | -3.9% |
| 3Y | +221.5% | +202.2% | +19.3% | +148.1% |
| 5Y | +123.4% | +223.2% | -99.9% | +68.1% |
| All | +231.2% | +463.2% | -232.0% | +129.6% |
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