+227.7%
GDX vs ABBV
+176.6%
+51.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.0% | +2.1% | -0.6% |
| 7D | +4.0% | -4.3% | +8.3% | +4.4% |
| 30D | +9.5% | +1.1% | +8.4% | +9.4% |
| 3M | +25.1% | +12.3% | +12.8% | +23.6% |
| 6M | -2.9% | +9.8% | -12.7% | -3.9% |
| YTD | +14.7% | +11.5% | +3.3% | +13.4% |
| 1Y | +47.4% | +22.3% | +25.2% | +43.9% |
| 3Y | +259.7% | +85.2% | +174.5% | +237.2% |
| 5Y | +227.7% | +170.8% | +56.8% | +224.0% |
| All | +227.7% | +176.6% | +51.1% | +224.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling