+36.0%
ANET vs GLDM
+20.1%
+15.9%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -2.0% | -1.4% |
| 7D | +3.7% | +0.2% | +3.5% | +3.6% |
| 30D | +0.7% | +0.3% | +0.5% | +0.6% |
| 3M | +26.8% | +3.3% | +23.5% | +25.2% |
| 6M | +40.7% | -14.5% | +55.1% | +46.5% |
| YTD | +47.2% | +1.9% | +45.3% | +49.7% |
| 1Y | +36.0% | +21.1% | +14.9% | +26.7% |
| All | +36.0% | +20.1% | +15.9% | +26.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling