+544.5%
ANET vs GGLL
+328.7%
+215.8%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.3% | +3.5% | +1.8% |
| 7D | -0.8% | -4.8% | +4.0% | +0.4% |
| 30D | -1.8% | -13.7% | +11.9% | +1.8% |
| 3M | +16.7% | -21.9% | +38.6% | +22.4% |
| 6M | +43.7% | +11.7% | +32.1% | +32.0% |
| YTD | +47.9% | +2.3% | +45.6% | +38.8% |
| 1Y | +37.3% | +76.2% | -38.9% | +6.7% |
| 3Y | +292.7% | +245.0% | +47.8% | +131.2% |
| All | +544.5% | +328.7% | +215.8% | +251.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling