+303.8%
PANW vs GTLB
-49.8%
+353.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.1% | -1.1% | +0.5% |
| 7D | +2.0% | -4.1% | +6.0% | +2.9% |
| 30D | -11.8% | +12.3% | -24.1% | -14.6% |
| 3M | +28.6% | +65.9% | -37.3% | +13.1% |
| 6M | +104.4% | +104.0% | +0.5% | +70.3% |
| YTD | +83.8% | +26.0% | +57.7% | +70.0% |
| 1Y | +71.5% | -3.5% | +75.0% | +67.2% |
| 3Y | +172.2% | -9.6% | +181.8% | +157.9% |
| All | +303.8% | -49.8% | +353.6% | +273.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling