+138.1%
GDX vs ABBV
+1,163.4%
-1,025.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.8% | -2.2% |
| 7D | -0.4% | +0.4% | -0.8% | -0.4% |
| 30D | +18.6% | +4.2% | +14.5% | +18.5% |
| 3M | +14.9% | +14.8% | +0.1% | +14.4% |
| 6M | -6.3% | +10.3% | -16.5% | -6.6% |
| YTD | +15.7% | +14.9% | +0.8% | +15.2% |
| 1Y | +54.8% | +24.1% | +30.7% | +53.7% |
| 3Y | +253.4% | +91.9% | +161.5% | +247.6% |
| 5Y | +219.7% | +176.0% | +43.6% | +213.9% |
| 10Y | +300.2% | +502.9% | -202.7% | +295.8% |
| All | +138.1% | +1,163.4% | -1,025.2% | +142.6% |
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 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