+37.3%
ANET vs GTLB
+14.4%
+22.8%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.2% | +1.2% |
| 7D | -0.8% | +11.1% | -11.9% | -1.5% |
| 30D | -1.8% | +37.8% | -39.6% | -4.2% |
| 3M | +16.7% | +61.6% | -44.8% | +12.1% |
| 6M | +43.7% | +98.9% | -55.2% | +33.8% |
| YTD | +47.9% | +32.8% | +15.1% | +50.0% |
| 1Y | +37.3% | +14.7% | +22.6% | +46.7% |
| All | +37.3% | +14.4% | +22.8% | +46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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