+123.2%
GLW vs PANW
+74.0%
+49.2%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PANW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +0.4% | +5.3% | +5.6% |
| 7D | +3.8% | -10.3% | +14.1% | +5.8% |
| 30D | -1.3% | -8.1% | +6.8% | -0.2% |
| 3M | -21.8% | +19.3% | -41.1% | -23.9% |
| 6M | +6.9% | +110.2% | -103.3% | +3.3% |
| YTD | +77.2% | +80.9% | -3.8% | +77.6% |
| 1Y | +123.2% | +73.3% | +50.0% | +141.1% |
| All | +123.2% | +74.0% | +49.2% | +141.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling