-2.4%
GLD vs ABBV
+39.5%
-41.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.2% | -2.9% | -2.7% |
| 7D | +2.8% | +2.8% | +0.1% | +2.9% |
| 30D | -4.0% | +7.0% | -10.9% | -3.8% |
| 3M | -8.2% | +19.2% | -27.5% | -7.9% |
| 6M | -14.8% | +47.8% | -62.6% | -14.4% |
| YTD | -6.8% | +32.5% | -39.3% | -6.3% |
| 1Y | -2.4% | +38.4% | -40.8% | -1.8% |
| All | -2.4% | +39.5% | -41.9% | -1.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling