+303.4%
PANW vs GFS
-2.1%
+305.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -1.1% |
| 7D | +2.0% | +4.5% | -2.5% | +0.8% |
| 30D | -13.0% | -8.2% | -4.8% | -11.0% |
| 3M | +28.6% | -38.9% | +67.5% | +44.9% |
| 6M | +103.0% | -2.9% | +105.8% | +95.9% |
| YTD | +81.9% | +31.8% | +50.1% | +57.5% |
| 1Y | +69.6% | +43.1% | +26.5% | +42.2% |
| 3Y | +169.4% | -20.6% | +190.1% | +160.3% |
| All | +303.4% | -2.1% | +305.5% | +267.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling