+170.9%
PANW vs GGLL
+247.9%
-77.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | -6.9% | +1.9% | -8.8% | -7.3% |
| 30D | -7.4% | -9.7% | +2.4% | -5.8% |
| 3M | +26.5% | -18.0% | +44.5% | +29.8% |
| 6M | +104.2% | +15.3% | +88.9% | +93.6% |
| YTD | +82.9% | +2.2% | +80.7% | +76.9% |
| 1Y | +70.7% | +73.1% | -2.4% | +47.3% |
| 3Y | +170.9% | +242.7% | -71.7% | +88.0% |
| All | +170.9% | +247.9% | -77.0% | +88.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling