+211.8%
GDXJ vs WELL
+356.9%
-145.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.1% | -3.9% | -4.0% |
| 7D | -6.2% | -2.2% | -4.0% | -5.7% |
| 30D | +4.6% | +4.7% | 0.0% | +3.5% |
| 3M | +31.3% | +11.9% | +19.3% | +27.6% |
| 6M | -10.7% | +14.3% | -25.0% | -13.8% |
| YTD | +9.1% | +28.4% | -19.3% | +2.3% |
| 1Y | +44.1% | +42.3% | +1.8% | +31.6% |
| 3Y | +285.4% | +202.6% | +82.8% | +195.3% |
| 5Y | +228.4% | +206.5% | +21.9% | +148.0% |
| All | +211.8% | +356.9% | -145.1% | +155.5% |
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