+1,076.5%
ANET vs GLDM
+245.4%
+831.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -2.0% | -1.2% |
| 7D | +3.7% | +0.2% | +3.5% | +3.6% |
| 30D | +0.7% | +0.3% | +0.5% | +0.7% |
| 3M | +26.8% | +3.3% | +23.5% | +25.8% |
| 6M | +40.7% | -14.5% | +55.1% | +44.3% |
| YTD | +47.2% | +1.9% | +45.3% | +47.3% |
| 1Y | +36.0% | +21.1% | +14.9% | +32.5% |
| 3Y | +292.8% | +128.6% | +164.2% | +245.8% |
| 5Y | +761.9% | +143.8% | +618.2% | +636.4% |
| All | +1,076.5% | +245.4% | +831.1% | +989.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 10y: compounded portfolio wealth divided by compounded GLDM 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…
10y analysis · Full analysis span regression · 6 months rolling