+251.9%
ANET vs GLDM
+111.5%
+140.3%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.9% | +7.1% | +8.4% |
| 7D | +13.4% | +5.0% | +8.4% | +11.5% |
| 30D | -14.1% | -1.3% | -12.8% | -13.7% |
| 3M | -1.3% | -4.7% | +3.4% | +0.1% |
| 6M | +31.3% | -12.4% | +43.7% | +36.2% |
| YTD | +42.1% | -4.1% | +46.1% | +44.9% |
| 1Y | +38.3% | +3.3% | +34.9% | +38.4% |
| 3Y | +251.9% | +110.9% | +140.9% | +173.0% |
| All | +251.9% | +111.5% | +140.3% | +173.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling