+227.7%
GDX vs ABT
-9.5%
+237.2%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.6% | +1.7% | -0.3% |
| 7D | +4.0% | -3.1% | +7.1% | +4.6% |
| 30D | +9.5% | -2.1% | +11.6% | +10.0% |
| 3M | +25.1% | +17.4% | +7.7% | +20.6% |
| 6M | -2.9% | -2.4% | -0.5% | -2.1% |
| YTD | +14.7% | -14.2% | +29.0% | +19.3% |
| 1Y | +47.4% | -18.3% | +65.8% | +55.1% |
| 3Y | +259.7% | +11.5% | +248.2% | +243.7% |
| 5Y | +227.7% | -9.9% | +237.5% | +203.6% |
| All | +227.7% | -9.5% | +237.2% | +203.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling