+228.8%
GDX vs ABBV
+134.2%
+94.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.2% | -5.6% | -5.5% |
| 7D | +11.5% | +2.8% | +8.7% | +11.2% |
| 30D | -3.1% | +7.0% | -10.1% | -3.7% |
| 3M | -4.4% | +19.2% | -23.7% | -5.8% |
| 6M | -8.6% | +47.8% | -56.3% | -12.0% |
| YTD | +0.8% | +32.5% | -31.6% | -1.7% |
| 1Y | +14.7% | +38.4% | -23.7% | +11.0% |
| 3Y | +228.8% | +134.3% | +94.5% | +243.6% |
| All | +228.8% | +134.2% | +94.6% | +243.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling