+313.3%
ANET vs GDDY
+30.8%
+282.5%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.8% | +3.8% | +5.3% |
| 7D | +3.0% | -3.2% | +6.2% | +3.5% |
| 30D | -5.2% | +6.8% | -12.0% | -6.7% |
| 3M | +27.6% | +30.5% | -2.8% | +15.2% |
| 6M | +44.4% | +13.3% | +31.1% | +35.7% |
| YTD | +52.3% | -21.0% | +73.3% | +66.7% |
| 1Y | +30.4% | -34.0% | +64.4% | +56.0% |
| 3Y | +313.3% | +33.1% | +280.2% | +295.0% |
| All | +313.3% | +30.8% | +282.5% | +295.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling