+213.1%
GLD vs PANW
+1,311.5%
-1,098.3%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PANW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.0% | -2.7% | -1.7% |
| 7D | -3.4% | +2.0% | -5.4% | -3.4% |
| 30D | -1.1% | -11.8% | +10.7% | -1.0% |
| 3M | +5.8% | +28.6% | -22.8% | +5.4% |
| 6M | -17.1% | +104.4% | -121.5% | -17.9% |
| YTD | 0.0% | +83.8% | -83.7% | -0.9% |
| 1Y | +18.2% | +71.5% | -53.3% | +17.3% |
| 3Y | +122.6% | +172.2% | -49.6% | +118.6% |
| 5Y | +137.1% | +332.2% | -195.1% | +129.9% |
| All | +213.1% | +1,311.5% | -1,098.3% | +201.1% |
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 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