+16.2%
ANET vs GGLL
-11.6%
+27.9%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +6.5% | -1.5% | +4.2% |
| 7D | -4.4% | -23.1% | +18.7% | -1.8% |
| 30D | -13.7% | -32.9% | +19.2% | -9.7% |
| 3M | -6.3% | -44.9% | +38.6% | +0.2% |
| 6M | +3.4% | -49.5% | +52.9% | +10.9% |
| YTD | +36.2% | -28.9% | +65.1% | +28.6% |
| 1Y | +16.2% | -12.2% | +28.4% | +5.6% |
| All | +16.2% | -11.6% | +27.9% | +5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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