+270.3%
PANW vs GGLL
+328.7%
-58.4%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.7% | +0.9% |
| 7D | -10.3% | -4.8% | -5.5% | -9.5% |
| 30D | -8.1% | -13.7% | +5.6% | -5.6% |
| 3M | +19.3% | -21.9% | +41.2% | +24.0% |
| 6M | +110.2% | +11.7% | +98.5% | +99.7% |
| YTD | +80.9% | +2.3% | +78.6% | +74.5% |
| 1Y | +73.3% | +76.2% | -2.9% | +46.9% |
| 3Y | +174.6% | +245.0% | -70.4% | +84.2% |
| All | +270.3% | +328.7% | -58.4% | +127.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling