+198.3%
WELL vs GPN
-27.4%
+225.7%
-13.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -0.2% | -4.3% | +4.1% | 0.0% |
| 30D | +2.3% | 0.0% | +2.3% | +2.3% |
| 3M | +12.3% | +35.8% | -23.6% | +10.3% |
| 6M | +15.6% | +22.0% | -6.4% | +14.0% |
| YTD | +28.3% | +15.2% | +13.1% | +27.2% |
| 1Y | +41.9% | +3.5% | +38.4% | +42.2% |
| 3Y | +198.3% | -26.9% | +225.3% | +228.5% |
| All | +198.3% | -27.4% | +225.7% | +228.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling