+296.9%
ANET vs GD
+72.8%
+224.1%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.8% | +1.4% | +0.9% |
| 7D | +3.0% | -3.5% | +6.5% | +4.4% |
| 30D | +3.3% | -9.0% | +12.4% | +7.0% |
| 3M | +24.7% | +5.1% | +19.6% | +22.0% |
| 6M | +46.7% | -1.0% | +47.7% | +47.1% |
| YTD | +48.8% | +7.3% | +41.5% | +43.3% |
| 1Y | +39.2% | +12.4% | +26.8% | +31.5% |
| 3Y | +296.9% | +73.7% | +223.2% | +227.0% |
| All | +296.9% | +72.8% | +224.1% | +227.0% |
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