+62.2%
PANW vs GGLL
-11.6%
+73.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +6.5% | -7.1% | -1.5% |
| 7D | -11.8% | -23.1% | +11.3% | -8.9% |
| 30D | -14.4% | -32.9% | +18.5% | -9.8% |
| 3M | -5.0% | -44.9% | +39.9% | +2.5% |
| 6M | +88.6% | -49.5% | +138.1% | +102.4% |
| YTD | +88.9% | -28.9% | +117.8% | +89.7% |
| 1Y | +62.2% | -12.2% | +74.4% | +56.4% |
| All | +62.2% | -11.6% | +73.9% | +56.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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