+62.2%
PANW vs GFS
+15.5%
+46.8%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.9% | +5.3% | -0.1% |
| 7D | -11.8% | -12.5% | +0.7% | -10.8% |
| 30D | -14.4% | -16.9% | +2.5% | -13.3% |
| 3M | -5.0% | -22.3% | +17.3% | -3.3% |
| 6M | +88.6% | -40.2% | +128.8% | +95.6% |
| YTD | +88.9% | +16.0% | +73.0% | +72.2% |
| 1Y | +62.2% | +17.7% | +44.6% | +44.6% |
| All | +62.2% | +15.5% | +46.8% | +44.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 GFS 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