+1,028.3%
ANET vs GLDM
+216.5%
+811.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.6% | +2.0% | 0.0% |
| 7D | +8.9% | +2.9% | +6.0% | +8.2% |
| 30D | -14.6% | -3.9% | -10.7% | -13.8% |
| 3M | -3.4% | -8.1% | +4.7% | -1.6% |
| 6M | +30.5% | -14.7% | +45.2% | +34.7% |
| YTD | +41.2% | -6.6% | +47.8% | +44.0% |
| 1Y | +34.8% | -2.1% | +36.8% | +36.4% |
| 3Y | +257.8% | +107.7% | +150.1% | +221.6% |
| 5Y | +466.9% | +116.5% | +350.5% | +396.2% |
| All | +1,028.3% | +216.5% | +811.8% | +965.3% |
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