+215.0%
GLD vs PANW
+1,278.8%
-1,063.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | PANW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | +0.6% |
| 7D | -2.0% | -0.8% | -1.2% | -2.0% |
| 30D | -1.5% | -14.6% | +13.0% | -1.3% |
| 3M | +3.2% | +18.3% | -15.1% | +2.9% |
| 6M | -16.3% | +100.5% | -116.7% | -17.1% |
| YTD | +0.6% | +79.5% | -78.9% | -0.2% |
| 1Y | +19.1% | +66.7% | -47.6% | +18.2% |
| 3Y | +123.5% | +161.2% | -37.7% | +119.7% |
| 5Y | +138.5% | +322.2% | -183.7% | +131.3% |
| All | +215.0% | +1,278.8% | -1,063.8% | +203.1% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling