+128.3%
GLD vs ABBV
+1,343.9%
-1,215.6%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABBV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -1.9% | -0.8% |
| 7D | +4.7% | -1.2% | +5.9% | +4.7% |
| 30D | -0.9% | +8.0% | -8.9% | -0.8% |
| 3M | -4.4% | +20.2% | -24.6% | -4.2% |
| 6M | -13.6% | +44.0% | -57.5% | -13.1% |
| YTD | -6.0% | +31.3% | -37.3% | -5.6% |
| 1Y | +1.8% | +37.0% | -35.2% | +2.2% |
| 3Y | +103.2% | +128.0% | -24.8% | +106.2% |
| 5Y | +119.3% | +196.9% | -77.6% | +124.4% |
| 10Y | +199.5% | +681.2% | -481.8% | +221.9% |
| All | +128.3% | +1,343.9% | -1,215.6% | +144.9% |
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