+211.8%
GLD vs ABBV
+597.7%
-385.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.1% |
| 7D | -2.0% | +0.1% | -2.0% | -2.0% |
| 30D | -4.4% | +5.6% | -10.0% | -4.5% |
| 3M | -8.9% | +18.7% | -27.6% | -9.0% |
| 6M | -16.0% | +47.4% | -63.4% | -16.2% |
| YTD | -7.9% | +33.0% | -40.8% | -8.0% |
| 1Y | -3.9% | +34.9% | -38.8% | -4.0% |
| 3Y | +103.4% | +135.2% | -31.7% | +103.2% |
| 5Y | +109.7% | +202.1% | -92.3% | +109.8% |
| 10Y | +211.8% | +602.6% | -390.7% | +222.1% |
| All | +211.8% | +597.7% | -385.9% | +222.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling