+455.3%
WELL vs GPC
+93.7%
+361.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.3% | -1.4% | +0.1% |
| 7D | +3.5% | +0.8% | +2.7% | +3.2% |
| 30D | +9.7% | -1.1% | +10.8% | +10.0% |
| 3M | +4.8% | -6.6% | +11.4% | +7.2% |
| 6M | +16.1% | +22.2% | -6.2% | +6.1% |
| YTD | +34.7% | +5.1% | +29.6% | +28.6% |
| 1Y | +31.9% | +2.8% | +29.1% | +26.8% |
| 3Y | +209.9% | +2.4% | +207.5% | +184.1% |
| 5Y | +226.5% | +7.8% | +218.8% | +183.6% |
| 10Y | +455.3% | +87.2% | +368.0% | +262.5% |
| All | +455.3% | +93.7% | +361.5% | +262.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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