+212.9%
WELL vs GPC
+30.9%
+182.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.1% | -3.2% | -2.3% |
| 7D | -0.8% | +1.2% | -2.0% | -1.1% |
| 30D | -0.1% | +6.0% | -6.0% | -1.3% |
| 3M | +18.0% | +42.6% | -24.6% | +9.2% |
| 6M | +15.0% | +22.8% | -7.8% | +9.6% |
| YTD | +28.6% | +15.5% | +13.2% | +23.0% |
| 1Y | +42.9% | +2.0% | +40.9% | +40.7% |
| 3Y | +203.0% | -1.4% | +204.4% | +195.3% |
| All | +212.9% | +30.9% | +182.0% | +171.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling