+5,397.9%
ANET vs GAP
-24.0%
+5,421.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -1.7% |
| 7D | -1.3% | -6.3% | +5.0% | -0.1% |
| 30D | -4.5% | -0.2% | -4.2% | -4.7% |
| 3M | +24.5% | 0.0% | +24.5% | +23.7% |
| 6M | +35.4% | -8.1% | +43.5% | +35.5% |
| YTD | +44.2% | -16.5% | +60.7% | +46.3% |
| 1Y | +25.4% | -10.5% | +35.8% | +25.1% |
| 3Y | +284.8% | +104.0% | +180.8% | +215.2% |
| 5Y | +761.7% | +6.8% | +754.9% | +650.3% |
| 10Y | +3,691.2% | +26.9% | +3,664.3% | +2,705.5% |
| All | +5,397.9% | -24.0% | +5,421.9% | +4,228.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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