+1,189.0%
PANW vs GD
+180.8%
+1,008.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.5% | -2.9% | -2.0% |
| 7D | -6.8% | -1.9% | -4.9% | -6.0% |
| 30D | -22.1% | +10.9% | -33.0% | -25.3% |
| 3M | -15.2% | -6.8% | -8.5% | -13.0% |
| 6M | +57.0% | +7.0% | +50.0% | +52.1% |
| YTD | +77.2% | +11.1% | +66.1% | +67.9% |
| 1Y | +50.7% | +7.0% | +43.7% | +45.1% |
| 3Y | +157.5% | +59.9% | +97.6% | +107.4% |
| 5Y | +292.3% | +102.5% | +189.8% | +184.7% |
| 10Y | +1,189.0% | +174.0% | +1,015.0% | +854.3% |
| All | +1,189.0% | +180.8% | +1,008.2% | +854.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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