+272.3%
PANW vs GGLL
+309.0%
-36.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.5% | +4.0% | +0.3% |
| 7D | +2.0% | -3.9% | +5.9% | +2.8% |
| 30D | -13.0% | -15.4% | +2.4% | -10.2% |
| 3M | +28.6% | -21.9% | +50.5% | +33.6% |
| 6M | +103.0% | +4.5% | +98.5% | +95.5% |
| YTD | +81.9% | -2.4% | +84.3% | +77.0% |
| 1Y | +69.6% | +57.8% | +11.8% | +47.2% |
| 3Y | +169.4% | +227.2% | -57.8% | +82.6% |
| All | +272.3% | +309.0% | -36.7% | +131.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling