+5,537.2%
ANET vs GD
+287.2%
+5,250.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.8% | +3.0% | +2.2% |
| 7D | -0.8% | -5.3% | +4.4% | +2.1% |
| 30D | -1.8% | -6.4% | +4.6% | +1.7% |
| 3M | +16.7% | +5.7% | +11.0% | +12.6% |
| 6M | +43.7% | -0.9% | +44.7% | +43.1% |
| YTD | +47.9% | +8.2% | +39.7% | +39.6% |
| 1Y | +37.3% | +13.4% | +23.8% | +26.2% |
| 3Y | +292.7% | +68.5% | +224.3% | +182.7% |
| 5Y | +753.8% | +97.2% | +656.7% | +456.3% |
| 10Y | +3,730.1% | +190.2% | +3,539.9% | +1,762.3% |
| All | +5,537.2% | +287.2% | +5,250.0% | +2,275.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling