+198.5%
WELL vs GFI
+292.6%
-94.2%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.8% | +0.1% |
| 7D | -2.2% | -5.1% | +2.9% | -2.0% |
| 30D | +4.7% | +13.4% | -8.7% | +3.9% |
| 3M | +11.9% | +36.2% | -24.3% | +9.8% |
| 6M | +14.3% | -9.8% | +24.1% | +14.6% |
| YTD | +28.4% | +7.7% | +20.7% | +26.7% |
| 1Y | +42.3% | +27.2% | +15.1% | +37.7% |
| All | +198.5% | +292.6% | -94.2% | +155.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling