+54.8%
GDX vs PANW
+74.0%
-19.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PANW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.6% | -2.2% |
| 7D | -0.4% | -10.3% | +9.9% | +0.9% |
| 30D | +18.6% | -8.1% | +26.7% | +19.4% |
| 3M | +14.9% | +19.3% | -4.5% | +10.5% |
| 6M | -6.3% | +110.2% | -116.4% | -16.7% |
| YTD | +15.7% | +80.9% | -65.2% | +8.0% |
| 1Y | +54.8% | +73.3% | -18.4% | +44.4% |
| All | +54.8% | +74.0% | -19.2% | +44.4% |
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