+214.2%
GDX vs ABT
+759.0%
-544.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.1% |
| 7D | -0.4% | -3.7% | +3.3% | +0.3% |
| 30D | +18.6% | +2.5% | +16.1% | +18.1% |
| 3M | +14.9% | +20.2% | -5.3% | +10.8% |
| 6M | -6.3% | -2.9% | -3.3% | -6.0% |
| YTD | +15.7% | -11.9% | +27.7% | +18.0% |
| 1Y | +54.8% | -16.5% | +71.4% | +59.4% |
| 3Y | +253.4% | +12.1% | +241.3% | +241.8% |
| 5Y | +219.7% | -7.4% | +227.1% | +217.6% |
| 10Y | +300.2% | +210.7% | +89.5% | +208.5% |
| All | +214.2% | +759.0% | -544.8% | +46.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling