+160.1%
GLD vs PANW
+3,566.1%
-3,406.0%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PANW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.8% | -1.7% |
| 7D | +0.7% | -6.9% | +7.7% | +0.8% |
| 30D | +0.3% | -7.4% | +7.7% | +0.3% |
| 3M | +0.6% | +26.5% | -25.9% | +0.5% |
| 6M | -15.6% | +104.2% | -119.8% | -15.7% |
| YTD | +0.9% | +82.9% | -82.1% | +0.8% |
| 1Y | +19.4% | +70.7% | -51.3% | +19.3% |
| 3Y | +124.5% | +170.9% | -46.5% | +124.2% |
| 5Y | +138.9% | +334.1% | -195.2% | +138.5% |
| 10Y | +213.3% | +1,275.6% | -1,062.3% | +216.6% |
| All | +160.1% | +3,566.1% | -3,406.0% | +159.5% |
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 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