+3,684.3%
PANW vs GME
+597.4%
+3,086.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.3% | -5.9% | -0.7% |
| 7D | +2.0% | +4.8% | -2.8% | +1.9% |
| 30D | -13.0% | +5.9% | -18.8% | -13.1% |
| 3M | +28.6% | -10.7% | +39.4% | +29.0% |
| 6M | +103.0% | -19.8% | +122.8% | +104.0% |
| YTD | +81.9% | -0.9% | +82.9% | +81.7% |
| 1Y | +69.6% | -15.7% | +85.3% | +70.1% |
| 3Y | +169.4% | +12.3% | +157.1% | +158.7% |
| 5Y | +331.0% | -60.1% | +391.1% | +317.1% |
| 10Y | +1,292.3% | +265.3% | +1,027.0% | +871.4% |
| All | +3,684.3% | +597.4% | +3,086.9% | +2,109.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling