+349.8%
WELL vs GFI
+1,066.8%
-717.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.2% | 0.0% |
| 7D | -0.2% | -4.9% | +4.6% | 0.0% |
| 30D | +2.3% | +10.7% | -8.4% | +1.7% |
| 3M | +12.3% | +25.6% | -13.4% | +10.7% |
| 6M | +15.6% | -8.3% | +23.8% | +15.6% |
| YTD | +28.3% | +6.3% | +22.0% | +26.9% |
| 1Y | +41.9% | +22.1% | +19.8% | +38.7% |
| 3Y | +198.3% | +289.2% | -90.9% | +170.1% |
| 5Y | +206.4% | +531.7% | -325.2% | +167.5% |
| All | +349.8% | +1,066.8% | -717.1% | +285.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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