+164.8%
PANW vs GLDM
+104.2%
+60.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.2% |
| 7D | -14.2% | +4.7% | -18.9% | -14.3% |
| 30D | -22.6% | -0.9% | -21.8% | -22.6% |
| 3M | -12.7% | -4.3% | -8.4% | -12.7% |
| 6M | +70.9% | -13.4% | +84.3% | +70.8% |
| YTD | +70.4% | -5.8% | +76.2% | +69.0% |
| 1Y | +48.5% | +2.1% | +46.4% | +46.5% |
| 3Y | +164.8% | +105.0% | +59.8% | +160.6% |
| All | +164.8% | +104.2% | +60.7% | +160.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 3y: compounded portfolio wealth divided by compounded GLDM 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…
3y analysis · Full analysis span regression · 6 months rolling