+3,494.0%
ANET vs GD
+165.7%
+3,328.3%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.1% | -4.6% | -4.6% |
| 7D | +15.5% | +2.7% | +12.9% | +14.0% |
| 30D | +1.0% | +8.6% | -7.6% | -3.6% |
| 3M | -3.1% | -7.1% | +4.0% | +0.3% |
| 6M | +40.2% | +7.5% | +32.8% | +33.5% |
| YTD | +50.6% | +9.9% | +40.7% | +40.6% |
| 1Y | +51.4% | +7.6% | +43.9% | +43.1% |
| 3Y | +275.3% | +56.2% | +219.1% | +184.1% |
| 5Y | +500.3% | +100.6% | +399.7% | +289.7% |
| All | +3,494.0% | +165.7% | +3,328.3% | +1,782.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 10y: compounded portfolio wealth divided by compounded GD 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…
10y analysis · Full analysis span regression · 6 months rolling