+313.3%
ANET vs GEHC
-1.6%
+314.9%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.5% | +6.1% | +5.7% |
| 7D | +3.0% | -7.2% | +10.2% | +5.0% |
| 30D | -5.2% | -11.6% | +6.4% | -2.2% |
| 3M | +27.6% | -0.8% | +28.5% | +25.9% |
| 6M | +44.4% | -11.9% | +56.3% | +48.1% |
| YTD | +52.3% | -21.9% | +74.3% | +62.8% |
| 1Y | +30.4% | -17.8% | +48.3% | +35.9% |
| 3Y | +313.3% | -3.5% | +316.8% | +259.7% |
| All | +313.3% | -1.6% | +314.9% | +259.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 GEHC 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