+172.0%
PANW vs GLDM
+128.8%
+43.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.4% |
| 7D | -10.3% | -0.5% | -9.8% | -10.3% |
| 30D | -8.1% | +4.4% | -12.5% | -8.2% |
| 3M | +19.3% | -1.1% | +20.4% | +19.1% |
| 6M | +110.2% | -13.7% | +123.8% | +110.3% |
| YTD | +80.9% | +2.8% | +78.2% | +79.2% |
| 1Y | +73.3% | +24.8% | +48.4% | +69.3% |
| All | +172.0% | +128.8% | +43.2% | +157.7% |
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