+172.2%
GDX vs PANW
+3,545.7%
-3,373.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PANW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.6% | +1.1% |
| 7D | +1.9% | +2.0% | -0.1% | +1.7% |
| 30D | +9.9% | -13.0% | +22.9% | +11.0% |
| 3M | +28.2% | +28.6% | -0.4% | +25.2% |
| 6M | -2.9% | +103.0% | -105.9% | -8.7% |
| YTD | +16.0% | +81.9% | -65.9% | +9.9% |
| 1Y | +49.9% | +69.6% | -19.8% | +42.8% |
| 3Y | +263.6% | +169.4% | +94.1% | +230.5% |
| 5Y | +233.6% | +331.0% | -97.4% | +189.3% |
| 10Y | +315.3% | +1,292.3% | -977.0% | +233.0% |
| All | +172.2% | +3,545.7% | -3,373.5% | +99.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling