+556.2%
ANET vs GGLL
+210.8%
+345.4%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -2.1% | -2.4% | -4.0% |
| 7D | +15.5% | +7.7% | +7.8% | +13.4% |
| 30D | +1.0% | -30.2% | +31.2% | +9.9% |
| 3M | -3.1% | -31.3% | +28.2% | +5.4% |
| 6M | +40.2% | -52.1% | +92.3% | +65.2% |
| YTD | +50.6% | -25.9% | +76.4% | +51.8% |
| 1Y | +51.4% | -8.5% | +59.9% | +42.1% |
| 3Y | +275.3% | +165.5% | +109.7% | +134.3% |
| All | +556.2% | +210.8% | +345.4% | +284.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling