+319.2%
GDX vs ABT
+229.0%
+90.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | 0.0% | -5.4% | -5.4% |
| 7D | +11.5% | +1.0% | +10.5% | +11.3% |
| 30D | -3.1% | +11.6% | -14.7% | -4.8% |
| 3M | -4.4% | +2.3% | -6.7% | -4.8% |
| 6M | -8.6% | +32.7% | -41.3% | -13.0% |
| YTD | +0.8% | -9.6% | +10.5% | +2.4% |
| 1Y | +14.7% | -10.1% | +24.7% | +16.5% |
| 3Y | +228.8% | +25.2% | +203.6% | +213.8% |
| 5Y | +173.4% | -4.5% | +177.9% | +169.6% |
| 10Y | +319.2% | +228.3% | +91.0% | +258.3% |
| All | +319.2% | +229.0% | +90.2% | +258.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ABT.
Daily Out/Under-Performance
Portfolio return minus ABT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABT 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 10y: compounded portfolio wealth divided by compounded ABT 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…
10y analysis · Full analysis span regression · 6 months rolling