+125.0%
GDXJ vs WELL
+221.6%
-96.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -1.0% | -3.7% | -4.3% |
| 7D | -4.9% | +0.1% | -5.1% | -5.0% |
| 30D | -10.0% | +6.8% | -16.7% | -12.1% |
| 3M | -16.6% | +6.7% | -23.4% | -18.7% |
| 6M | -23.3% | +13.8% | -37.1% | -27.4% |
| YTD | -12.4% | +33.8% | -46.3% | -22.7% |
| 1Y | +0.5% | +29.6% | -29.2% | -10.3% |
| 3Y | +220.5% | +203.1% | +17.4% | +95.4% |
| All | +125.0% | +221.6% | -96.6% | +30.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling