+1,129.0%
ABBV vs GDXJ
+87.9%
+1,041.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.3% | -0.5% | +0.8% |
| 7D | -4.1% | +0.9% | -5.1% | -4.1% |
| 30D | +1.2% | +8.8% | -7.6% | +1.0% |
| 3M | +12.1% | +29.8% | -17.7% | +11.6% |
| 6M | +12.0% | -5.8% | +17.8% | +12.0% |
| YTD | +12.4% | +13.6% | -1.2% | +12.0% |
| 1Y | +22.9% | +54.5% | -31.5% | +21.8% |
| 3Y | +86.8% | +301.4% | -214.6% | +82.1% |
| 5Y | +181.0% | +236.3% | -55.3% | +173.9% |
| 10Y | +497.0% | +240.1% | +256.9% | +487.0% |
| All | +1,129.0% | +87.9% | +1,041.1% | +1,131.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling