+349.8%
WELL vs GPN
+28.2%
+321.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.1% |
| 7D | -0.2% | -4.6% | +4.4% | +1.3% |
| 30D | +2.3% | -0.3% | +2.6% | +2.2% |
| 3M | +12.3% | +35.4% | -23.2% | +0.5% |
| 6M | +15.6% | +21.7% | -6.1% | +6.1% |
| YTD | +28.3% | +14.9% | +13.4% | +18.7% |
| 1Y | +41.9% | +3.2% | +38.7% | +35.9% |
| 3Y | +198.3% | -27.1% | +225.5% | +214.3% |
| 5Y | +206.4% | -44.4% | +250.8% | +251.4% |
| All | +349.8% | +28.2% | +321.6% | +380.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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