+103.0%
PANW vs GME
-17.1%
+120.1%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.3% | -5.9% | -0.5% |
| 7D | +2.0% | +4.8% | -2.8% | +2.1% |
| 30D | -13.0% | +5.9% | -18.8% | -13.1% |
| 3M | +28.6% | -10.7% | +39.4% | +28.3% |
| 6M | +103.0% | -19.8% | +122.8% | +105.8% |
| All | +103.0% | -17.1% | +120.1% | +105.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling