+1,248.2%
PANW vs GDXJ
+237.3%
+1,010.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.1% | -3.4% | -2.4% |
| 7D | -0.8% | -2.8% | +2.0% | -0.5% |
| 30D | -14.6% | +5.0% | -19.5% | -15.2% |
| 3M | +18.3% | +24.1% | -5.8% | +14.8% |
| 6M | +100.5% | -7.4% | +107.8% | +100.3% |
| YTD | +79.5% | +10.2% | +69.3% | +74.7% |
| 1Y | +66.7% | +42.5% | +24.2% | +56.8% |
| 3Y | +161.2% | +285.7% | -124.5% | +115.9% |
| 5Y | +322.2% | +231.9% | +90.3% | +248.9% |
| All | +1,248.2% | +237.3% | +1,010.9% | +1,012.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GDXJ.
Daily Out/Under-Performance
Portfolio return minus GDXJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDXJ 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 GDXJ 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