+40.2%
GDX vs PANW
+67.0%
-26.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +8.7% |
| 3M | +24.9% | +18.3% | +6.6% | +20.4% |
| 6M | -4.2% | +100.5% | -104.7% | -13.7% |
| YTD | +13.2% | +79.5% | -66.3% | +5.9% |
| 1Y | +40.2% | +66.7% | -26.5% | +29.9% |
| All | +40.2% | +67.0% | -26.8% | +29.9% |
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 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