+46.3%
GDX vs ABBV
+23.1%
+23.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +1.0% |
| 7D | +1.9% | -4.1% | +6.0% | +2.0% |
| 30D | +9.9% | +1.2% | +8.7% | +10.1% |
| 3M | +28.2% | +12.1% | +16.1% | +28.0% |
| 6M | -2.9% | +12.0% | -14.9% | -3.1% |
| YTD | +16.0% | +12.4% | +3.6% | +16.2% |
| All | +46.3% | +23.1% | +23.2% | +45.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling