+3,847.4%
ANET vs GDDY
+207.2%
+3,640.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.8% | +3.8% | +4.9% |
| 7D | +3.0% | -3.2% | +6.2% | +4.1% |
| 30D | -5.2% | +6.8% | -12.0% | -8.8% |
| 3M | +27.6% | +30.5% | -2.8% | +8.0% |
| 6M | +44.4% | +13.3% | +31.1% | +28.8% |
| YTD | +52.3% | -21.0% | +73.3% | +59.5% |
| 1Y | +30.4% | -34.0% | +64.4% | +49.0% |
| 3Y | +313.3% | +33.1% | +280.2% | +225.7% |
| 5Y | +810.0% | +30.3% | +779.7% | +610.8% |
| All | +3,847.4% | +207.2% | +3,640.2% | +1,879.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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