+440.1%
WELL vs GLDM
+225.0%
+215.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +0.7% |
| 7D | +3.5% | +5.0% | -1.5% | +2.9% |
| 30D | +9.7% | -1.3% | +11.0% | +9.8% |
| 3M | +4.8% | -4.7% | +9.5% | +5.3% |
| 6M | +16.1% | -12.4% | +28.5% | +18.0% |
| YTD | +34.7% | -4.1% | +38.8% | +33.7% |
| 1Y | +31.9% | +3.3% | +28.6% | +28.9% |
| 3Y | +209.9% | +110.9% | +98.9% | +162.4% |
| 5Y | +226.5% | +124.8% | +101.7% | +170.0% |
| All | +440.1% | +225.0% | +215.0% | +337.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 GLDM 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