+201.1%
WELL vs GFI
+524.1%
-323.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.2% | +0.1% |
| 7D | -0.2% | -4.9% | +4.6% | +0.1% |
| 30D | +2.3% | +10.7% | -8.4% | +1.5% |
| 3M | +12.3% | +25.6% | -13.4% | +10.2% |
| 6M | +15.6% | -8.3% | +23.8% | +15.7% |
| YTD | +28.3% | +6.3% | +22.0% | +26.3% |
| 1Y | +41.9% | +22.1% | +19.8% | +37.2% |
| 3Y | +198.3% | +289.2% | -90.9% | +154.6% |
| All | +201.1% | +524.1% | -323.0% | +145.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling