+89.8%
ABBV vs GDXJ
+281.5%
-191.7%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.0% | +5.6% | +1.7% |
| 7D | -2.0% | -6.2% | +4.2% | -1.9% |
| 30D | +2.0% | +4.6% | -2.7% | +1.8% |
| 3M | +14.2% | +31.3% | -17.1% | +13.5% |
| 6M | +14.1% | -10.7% | +24.7% | +14.3% |
| YTD | +14.2% | +9.1% | +5.2% | +13.7% |
| 1Y | +24.2% | +44.1% | -19.9% | +22.1% |
| All | +89.8% | +281.5% | -191.7% | +82.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling