+1,248.2%
PANW vs GDDY
+207.2%
+1,041.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.8% | -4.1% | -3.1% |
| 7D | -0.8% | -3.2% | +2.4% | +0.3% |
| 30D | -14.6% | +6.8% | -21.4% | -17.7% |
| 3M | +18.3% | +30.5% | -12.2% | +1.2% |
| 6M | +100.5% | +13.3% | +87.2% | +81.8% |
| YTD | +79.5% | -21.0% | +100.5% | +91.1% |
| 1Y | +66.7% | -34.0% | +100.7% | +93.2% |
| 3Y | +161.2% | +33.1% | +128.2% | +110.0% |
| 5Y | +322.2% | +30.3% | +291.9% | +238.8% |
| All | +1,248.2% | +207.2% | +1,041.0% | +682.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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