+209.7%
WELL vs GLDM
+128.8%
+80.9%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.2% | -2.0% |
| 7D | -0.8% | -0.5% | -0.3% | -0.8% |
| 30D | -0.1% | +4.4% | -4.5% | -0.4% |
| 3M | +18.0% | -1.1% | +19.1% | +18.2% |
| 6M | +15.0% | -13.7% | +28.7% | +16.8% |
| YTD | +28.6% | +2.8% | +25.8% | +26.5% |
| 1Y | +42.9% | +24.8% | +18.1% | +34.2% |
| All | +209.7% | +128.8% | +80.9% | +163.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling