+291.6%
GDX vs ABBV
+510.4%
-218.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.6% | -5.1% | -3.5% |
| 7D | -5.4% | -2.0% | -3.4% | -5.3% |
| 30D | +6.6% | +2.0% | +4.6% | +6.5% |
| 3M | +30.1% | +14.2% | +15.9% | +29.3% |
| 6M | -7.1% | +14.1% | -21.2% | -7.7% |
| YTD | +12.0% | +14.2% | -2.3% | +11.2% |
| 1Y | +41.2% | +24.2% | +17.0% | +39.7% |
| 3Y | +251.0% | +89.8% | +161.2% | +242.4% |
| 5Y | +226.7% | +187.2% | +39.6% | +217.6% |
| All | +291.6% | +510.4% | -218.7% | +308.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ABBV.
Daily Out/Under-Performance
Portfolio return minus ABBV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABBV 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 ABBV 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