+216.8%
WELL vs GTLB
-50.8%
+267.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.2% | -0.5% |
| 7D | -1.1% | -6.6% | +5.4% | -0.9% |
| 30D | +0.7% | +13.7% | -13.0% | +0.2% |
| 3M | +14.5% | +52.9% | -38.4% | +12.6% |
| 6M | +14.4% | +88.5% | -74.1% | +11.3% |
| YTD | +28.5% | +23.4% | +5.0% | +27.1% |
| 1Y | +41.8% | -3.8% | +45.6% | +41.7% |
| 3Y | +202.8% | -11.5% | +214.3% | +199.1% |
| All | +216.8% | -50.8% | +267.6% | +205.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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