+18,665.9%
WELL vs GPC
+2,341.8%
+16,324.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.1% | -3.2% | -2.5% |
| 7D | -0.8% | +1.2% | -2.0% | -1.3% |
| 30D | -0.1% | +6.0% | -6.0% | -2.3% |
| 3M | +18.0% | +42.6% | -24.6% | +2.5% |
| 6M | +15.0% | +22.8% | -7.8% | +5.1% |
| YTD | +28.6% | +15.5% | +13.2% | +19.1% |
| 1Y | +42.9% | +2.0% | +40.9% | +38.5% |
| 3Y | +203.0% | -1.4% | +204.4% | +186.5% |
| 5Y | +206.9% | +30.6% | +176.3% | +154.7% |
| 10Y | +339.5% | +80.6% | +258.9% | +211.4% |
| All | +18,665.9% | +2,341.8% | +16,324.1% | +6,752.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling