+218.6%
WELL vs GTLB
-50.0%
+268.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.4% | +5.8% | +0.6% |
| 7D | -1.3% | +4.6% | -5.9% | -1.5% |
| 30D | +0.5% | +21.0% | -20.5% | -0.2% |
| 3M | +19.1% | +51.7% | -32.6% | +17.1% |
| 6M | +17.0% | +89.3% | -72.3% | +13.8% |
| YTD | +29.2% | +25.6% | +3.6% | +27.7% |
| 1Y | +42.1% | -1.5% | +43.7% | +41.9% |
| 3Y | +204.5% | -9.9% | +214.5% | +200.6% |
| All | +218.6% | -50.0% | +268.5% | +206.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling