+149.3%
GLD vs ABBV
+1,163.4%
-1,014.1%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.9% |
| 7D | -0.5% | +0.4% | -0.9% | -0.5% |
| 30D | +4.4% | +4.2% | +0.2% | +4.5% |
| 3M | -1.1% | +14.8% | -15.9% | -0.9% |
| 6M | -13.8% | +10.3% | -24.0% | -13.7% |
| YTD | +2.6% | +14.9% | -12.3% | +2.8% |
| 1Y | +24.5% | +24.1% | +0.4% | +24.9% |
| 3Y | +125.8% | +91.9% | +33.9% | +128.7% |
| 5Y | +137.8% | +176.0% | -38.2% | +143.2% |
| 10Y | +221.4% | +502.9% | -281.6% | +242.8% |
| All | +149.3% | +1,163.4% | -1,014.1% | +166.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling