+296.0%
GDX vs PANW
+1,278.8%
-982.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PANW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.3% | +3.4% | +1.4% |
| 7D | -2.2% | -0.8% | -1.4% | -2.1% |
| 30D | +6.8% | -14.6% | +21.3% | +8.3% |
| 3M | +24.9% | +18.3% | +6.6% | +22.1% |
| 6M | -4.2% | +100.5% | -104.7% | -11.6% |
| YTD | +13.2% | +79.5% | -66.3% | +5.6% |
| 1Y | +40.2% | +66.7% | -26.5% | +31.7% |
| 3Y | +249.6% | +161.2% | +88.4% | +208.1% |
| 5Y | +230.4% | +322.2% | -91.8% | +170.8% |
| All | +296.0% | +1,278.8% | -982.8% | +185.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling