+223.4%
GDXJ vs WELL
+204.6%
+18.8%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.0% | -3.7% | -4.4% |
| 7D | -4.9% | +0.1% | -5.1% | -5.0% |
| 30D | -10.0% | +6.8% | -16.7% | -11.6% |
| 3M | -16.6% | +6.7% | -23.4% | -18.3% |
| 6M | -23.3% | +13.8% | -37.1% | -26.4% |
| YTD | -12.4% | +33.8% | -46.3% | -21.4% |
| 1Y | +0.5% | +29.6% | -29.2% | -8.7% |
| All | +223.4% | +204.6% | +18.8% | +80.6% |
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 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