+1,248.2%
PANW vs GSK
+80.1%
+1,168.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | -0.8% | -3.5% | +2.7% | -0.1% |
| 30D | -14.6% | -3.4% | -11.1% | -14.1% |
| 3M | +18.3% | -8.1% | +26.4% | +19.9% |
| 6M | +100.5% | -11.1% | +111.6% | +104.1% |
| YTD | +79.5% | +0.7% | +78.8% | +76.1% |
| 1Y | +66.7% | +20.1% | +46.6% | +55.4% |
| 3Y | +161.2% | +46.1% | +115.1% | +125.4% |
| 5Y | +322.2% | +48.2% | +274.0% | +254.9% |
| All | +1,248.2% | +80.1% | +1,168.2% | +930.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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