+504.9%
ABBV vs GDXJ
+237.3%
+267.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.2% | +0.8% |
| 7D | +0.3% | -2.8% | +3.1% | +0.3% |
| 30D | +3.4% | +5.0% | -1.6% | +3.2% |
| 3M | +15.2% | +24.1% | -8.9% | +14.6% |
| 6M | +14.7% | -7.4% | +22.0% | +14.7% |
| YTD | +15.2% | +10.2% | +5.0% | +14.6% |
| 1Y | +20.4% | +42.5% | -22.2% | +18.9% |
| 3Y | +91.3% | +285.7% | -194.4% | +83.9% |
| 5Y | +189.6% | +231.9% | -42.3% | +178.0% |
| All | +504.9% | +237.3% | +267.6% | +503.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GDXJ.
Daily Out/Under-Performance
Portfolio return minus GDXJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDXJ 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 GDXJ 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