+206.1%
GLD vs PANW
+1,136.6%
-930.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PANW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.2% |
| 7D | -4.6% | +2.7% | -7.3% | -4.6% |
| 30D | -5.5% | -14.1% | +8.6% | -5.3% |
| 3M | -10.9% | -18.6% | +7.7% | -10.7% |
| 6M | -17.4% | +41.5% | -58.9% | -17.9% |
| YTD | -10.3% | +74.9% | -85.3% | -11.1% |
| 1Y | -7.2% | +57.4% | -64.5% | -7.8% |
| 3Y | +96.9% | +152.1% | -55.2% | +93.4% |
| 5Y | +103.8% | +275.3% | -171.5% | +97.7% |
| All | +206.1% | +1,136.6% | -930.5% | +187.8% |
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