+486.7%
GS vs WELL
+423.1%
+63.6%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | -3.2% | +4.4% | -7.6% | -4.6% |
| 30D | -2.4% | +10.8% | -13.2% | -5.9% |
| 3M | -15.7% | +4.2% | -19.9% | -17.1% |
| 6M | -6.8% | +14.0% | -20.8% | -11.8% |
| YTD | -0.1% | +33.4% | -33.5% | -11.0% |
| 1Y | +12.1% | +32.4% | -20.3% | -0.1% |
| 3Y | +185.8% | +194.7% | -9.0% | +87.5% |
| 5Y | +140.1% | +226.5% | -86.4% | +49.7% |
| All | +486.7% | +423.1% | +63.6% | +196.6% |
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