+296.4%
ANET vs GLDM
+130.1%
+166.3%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.9% | +2.1% | +1.5% |
| 7D | -0.8% | -0.5% | -0.3% | -0.7% |
| 30D | -1.8% | +4.4% | -6.2% | -3.0% |
| 3M | +16.7% | -1.1% | +17.8% | +16.9% |
| 6M | +43.7% | -13.7% | +57.4% | +48.4% |
| YTD | +47.9% | +2.8% | +45.1% | +48.0% |
| 1Y | +37.3% | +24.8% | +12.4% | +32.0% |
| All | +296.4% | +130.1% | +166.3% | +223.2% |
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