+326.3%
GDX vs ABT
+226.5%
+99.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.4% |
| 7D | -6.8% | -1.3% | -5.5% | -6.6% |
| 30D | -2.1% | +6.0% | -8.1% | -3.0% |
| 3M | -7.5% | -1.9% | -5.6% | -7.3% |
| 6M | -15.2% | +31.2% | -46.3% | -19.1% |
| YTD | -4.8% | -11.2% | +6.4% | -3.1% |
| 1Y | +6.7% | -14.0% | +20.7% | +9.3% |
| 3Y | +212.7% | +20.7% | +192.1% | +200.5% |
| 5Y | +151.7% | -6.7% | +158.3% | +149.1% |
| All | +326.3% | +226.5% | +99.7% | +281.0% |
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