+62.2%
PANW vs GME
+15.0%
+47.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.6% | -4.2% | -0.9% |
| 7D | -11.8% | +7.8% | -19.5% | -12.3% |
| 30D | -14.4% | -0.4% | -14.0% | -14.2% |
| 3M | -5.0% | +30.9% | -35.9% | -6.3% |
| 6M | +88.6% | +5.5% | +83.1% | +88.1% |
| YTD | +88.9% | +25.2% | +63.7% | +83.3% |
| 1Y | +62.2% | +14.4% | +47.9% | +56.9% |
| All | +62.2% | +15.0% | +47.3% | +56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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