+73.3%
PANW vs GTLB
+14.4%
+58.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.1% |
| 7D | -10.3% | +11.1% | -21.4% | -13.4% |
| 30D | -8.1% | +37.8% | -45.9% | -17.0% |
| 3M | +19.3% | +61.6% | -42.2% | +2.5% |
| 6M | +110.2% | +98.9% | +11.3% | +68.1% |
| YTD | +80.9% | +32.8% | +48.1% | +55.1% |
| 1Y | +73.3% | +14.7% | +58.6% | +52.4% |
| All | +73.3% | +14.4% | +58.8% | +52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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