+665.1%
ANET vs GTLB
-49.8%
+714.9%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.1% | -4.1% | -2.5% |
| 7D | -1.3% | -4.1% | +2.8% | -0.5% |
| 30D | -4.5% | +12.3% | -16.8% | -7.2% |
| 3M | +24.5% | +65.9% | -41.4% | +10.9% |
| 6M | +35.4% | +104.0% | -68.6% | +13.9% |
| YTD | +44.2% | +26.0% | +18.2% | +34.0% |
| 1Y | +25.4% | -3.5% | +28.9% | +22.5% |
| 3Y | +284.8% | -9.6% | +294.4% | +268.6% |
| All | +665.1% | -49.8% | +714.9% | +623.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling