+1,248.2%
PANW vs GILD
+163.6%
+1,084.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GILD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.6% | -2.2% |
| 7D | -0.8% | -4.8% | +4.0% | 0.0% |
| 30D | -14.6% | +5.8% | -20.3% | -15.3% |
| 3M | +18.3% | +14.9% | +3.4% | +15.5% |
| 6M | +100.5% | -0.4% | +100.8% | +100.1% |
| YTD | +79.5% | +18.5% | +61.0% | +73.6% |
| 1Y | +66.7% | +25.1% | +41.6% | +59.5% |
| 3Y | +161.2% | +105.9% | +55.3% | +125.2% |
| 5Y | +322.2% | +143.0% | +179.2% | +245.4% |
| All | +1,248.2% | +163.6% | +1,084.6% | +934.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GILD.
Daily Out/Under-Performance
Portfolio return minus GILD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GILD 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 10y: compounded portfolio wealth divided by compounded GILD 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…
10y analysis · Full analysis span regression · 6 months rolling