+24.8%
GDX vs PANW
+61.3%
-36.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PANW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -0.6% | +9.6% | +9.0% |
| 7D | +0.8% | -11.8% | +12.5% | +1.6% |
| 30D | -3.2% | -14.4% | +11.2% | -2.2% |
| 3M | +8.6% | -5.0% | +13.6% | +9.0% |
| 6M | -1.2% | +88.6% | -89.8% | -8.6% |
| YTD | -1.4% | +88.9% | -90.3% | -5.8% |
| 1Y | +24.8% | +62.2% | -37.5% | +28.2% |
| All | +24.8% | +61.3% | -36.6% | +28.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PANW.
Daily Out/Under-Performance
Portfolio return minus PANW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PANW 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 PANW 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