+434.9%
WELL vs GLDM
+219.1%
+215.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.6% | -0.1% |
| 7D | +4.4% | +4.7% | -0.2% | +3.9% |
| 30D | +10.8% | -0.9% | +11.7% | +10.9% |
| 3M | +4.2% | -4.3% | +8.5% | +4.6% |
| 6M | +14.0% | -13.4% | +27.4% | +16.1% |
| YTD | +33.4% | -5.8% | +39.2% | +32.8% |
| 1Y | +32.4% | +2.1% | +30.4% | +29.6% |
| 3Y | +194.7% | +105.0% | +89.7% | +150.6% |
| 5Y | +226.5% | +122.5% | +104.0% | +170.3% |
| All | +434.9% | +219.1% | +215.9% | +333.9% |
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