+442.3%
WELL vs GIS
-16.9%
+459.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.4% | -2.6% | -0.6% |
| 7D | +0.1% | -3.4% | +3.5% | +0.8% |
| 30D | +5.7% | +6.9% | -1.2% | +4.2% |
| 3M | +4.6% | -10.1% | +14.8% | +6.4% |
| 6M | +11.9% | +5.9% | +6.0% | +10.1% |
| YTD | +33.6% | -21.1% | +54.7% | +38.4% |
| 1Y | +29.8% | -22.5% | +52.3% | +34.9% |
| 3Y | +202.2% | -39.0% | +241.1% | +226.9% |
| 5Y | +223.2% | -33.3% | +256.6% | +241.1% |
| All | +442.3% | -16.9% | +459.2% | +415.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 GIS 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