+1,280.2%
PANW vs GD
+195.0%
+1,085.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.8% |
| 7D | +2.0% | -3.2% | +5.1% | +3.3% |
| 30D | -11.8% | -9.6% | -2.2% | -8.2% |
| 3M | +28.6% | +4.3% | +24.3% | +26.3% |
| 6M | +104.4% | +0.5% | +103.9% | +103.1% |
| YTD | +83.8% | +6.6% | +77.1% | +77.3% |
| 1Y | +71.5% | +11.6% | +59.9% | +62.4% |
| 3Y | +172.2% | +72.6% | +99.6% | +111.9% |
| 5Y | +332.2% | +95.2% | +237.0% | +218.8% |
| All | +1,280.2% | +195.0% | +1,085.2% | +763.5% |
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