+107.5%
GDX vs ABBV
+1,356.7%
-1,249.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.2% | -5.6% | -5.4% |
| 7D | +11.5% | +2.8% | +8.7% | +11.4% |
| 30D | -3.1% | +7.0% | -10.1% | -3.3% |
| 3M | -4.4% | +19.2% | -23.7% | -4.9% |
| 6M | -8.6% | +47.8% | -56.3% | -9.7% |
| YTD | +0.8% | +32.5% | -31.6% | -0.1% |
| 1Y | +14.7% | +38.4% | -23.7% | +13.5% |
| 3Y | +228.8% | +134.3% | +94.5% | +221.7% |
| 5Y | +173.4% | +200.6% | -27.3% | +167.3% |
| 10Y | +319.2% | +590.1% | -270.9% | +312.5% |
| All | +107.5% | +1,356.7% | -1,249.2% | +110.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling