+140.0%
GLD vs PANW
+331.7%
-191.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PANW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +0.9% |
| 7D | +0.1% | +2.0% | -1.9% | +0.1% |
| 30D | +0.2% | -13.0% | +13.2% | +0.3% |
| 3M | +3.2% | +28.6% | -25.4% | +3.0% |
| 6M | -14.6% | +103.0% | -117.6% | -14.8% |
| YTD | +1.8% | +81.9% | -80.1% | +1.6% |
| 1Y | +20.7% | +69.6% | -48.9% | +20.6% |
| 3Y | +126.5% | +169.4% | -42.9% | +125.8% |
| 5Y | +140.0% | +331.0% | -191.0% | +139.5% |
| All | +140.0% | +331.7% | -191.7% | +139.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling