+122.4%
GLW vs PANW
+67.0%
+55.4%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PANW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.3% | +4.3% | +2.4% |
| 7D | +7.8% | -0.8% | +8.6% | +8.0% |
| 30D | -0.4% | -14.6% | +14.1% | +2.4% |
| 3M | -5.6% | +18.3% | -23.9% | -7.8% |
| 6M | +26.7% | +100.5% | -73.8% | +23.0% |
| YTD | +91.0% | +79.5% | +11.5% | +91.8% |
| 1Y | +122.4% | +66.7% | +55.7% | +135.6% |
| All | +122.4% | +67.0% | +55.4% | +135.6% |
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