+213.3%
GLD vs ABBV
+486.4%
-273.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.0% | +1.3% | -1.7% |
| 7D | +0.7% | -4.3% | +5.1% | +0.8% |
| 30D | +0.3% | +1.1% | -0.8% | +0.3% |
| 3M | +0.6% | +12.3% | -11.7% | +0.6% |
| 6M | -15.6% | +9.8% | -25.4% | -15.6% |
| YTD | +0.9% | +11.5% | -10.6% | +0.8% |
| 1Y | +19.4% | +22.3% | -2.9% | +19.3% |
| 3Y | +124.5% | +85.2% | +39.3% | +124.4% |
| 5Y | +138.9% | +170.8% | -31.9% | +139.5% |
| 10Y | +213.3% | +485.4% | -272.2% | +228.3% |
| All | +213.3% | +486.4% | -273.1% | +228.3% |
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