+327.3%
GDX vs ABBV
+598.0%
-270.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.2% | -3.8% | -3.9% |
| 7D | -4.6% | +2.2% | -6.7% | -4.6% |
| 30D | -6.2% | +8.0% | -14.2% | -6.5% |
| 3M | -10.0% | +19.1% | -29.1% | -10.7% |
| 6M | -15.8% | +43.5% | -59.3% | -17.1% |
| YTD | -4.6% | +32.7% | -37.3% | -5.8% |
| 1Y | +4.0% | +30.0% | -26.0% | +2.8% |
| 3Y | +211.1% | +134.7% | +76.3% | +201.6% |
| 5Y | +152.3% | +200.6% | -48.4% | +144.5% |
| All | +327.3% | +598.0% | -270.7% | +335.0% |
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