+66.7%
PANW vs GME
-11.9%
+78.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.7% | -6.0% | -2.5% |
| 7D | -0.8% | +10.4% | -11.2% | -1.4% |
| 30D | -14.6% | +14.1% | -28.6% | -15.4% |
| 3M | +18.3% | -4.6% | +22.9% | +18.5% |
| 6M | +100.5% | -13.5% | +114.0% | +101.3% |
| YTD | +79.5% | +5.3% | +74.2% | +75.3% |
| 1Y | +66.7% | -14.9% | +81.6% | +67.6% |
| All | +66.7% | -11.9% | +78.6% | +67.6% |
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