+299.5%
ANET vs GGLL
+226.0%
+73.5%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.5% | +3.5% | +0.1% |
| 7D | +3.7% | -3.9% | +7.6% | +4.7% |
| 30D | +0.7% | -15.4% | +16.1% | +4.8% |
| 3M | +26.8% | -21.9% | +48.7% | +32.6% |
| 6M | +40.7% | +4.5% | +36.2% | +31.0% |
| YTD | +47.2% | -2.4% | +49.7% | +39.3% |
| 1Y | +36.0% | +57.8% | -21.8% | +8.4% |
| All | +299.5% | +226.0% | +73.5% | +134.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling