+251.9%
ANET vs GD
+58.6%
+193.3%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +2.3% | +6.7% | +8.2% |
| 7D | +13.4% | -3.0% | +16.5% | +14.6% |
| 30D | -14.1% | +9.3% | -23.4% | -17.0% |
| 3M | -1.3% | -7.2% | +5.9% | +1.5% |
| 6M | +31.3% | +5.5% | +25.9% | +28.1% |
| YTD | +42.1% | +9.5% | +32.6% | +35.4% |
| 1Y | +38.3% | +6.4% | +31.8% | +33.7% |
| 3Y | +251.9% | +59.8% | +192.0% | +204.8% |
| All | +251.9% | +58.6% | +193.3% | +204.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling