+4.0%
GDX vs ABBV
+34.5%
-30.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.2% | -3.8% | -4.0% |
| 7D | -4.6% | +2.2% | -6.7% | -4.5% |
| 30D | -6.2% | +8.0% | -14.2% | -6.0% |
| 3M | -10.0% | +19.1% | -29.1% | -9.5% |
| 6M | -15.8% | +43.5% | -59.3% | -15.0% |
| YTD | -4.6% | +32.7% | -37.3% | -3.3% |
| 1Y | +4.0% | +30.0% | -26.0% | +4.4% |
| All | +4.0% | +34.5% | -30.5% | +4.4% |
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