+233.3%
WELL vs GTLB
-49.8%
+283.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.2% |
| 7D | +0.1% | -9.6% | +9.7% | +0.4% |
| 30D | +7.8% | -15.5% | +23.3% | +8.3% |
| 3M | +10.2% | +12.4% | -2.1% | +9.6% |
| 6M | +16.4% | +84.6% | -68.2% | +13.4% |
| YTD | +35.2% | +26.1% | +9.1% | +33.5% |
| 1Y | +30.5% | +1.7% | +28.8% | +30.1% |
| 3Y | +206.1% | +6.1% | +200.0% | +199.6% |
| 5Y | +228.3% | -61.1% | +289.4% | +214.1% |
| All | +233.3% | -49.8% | +283.1% | +220.5% |
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