+3,847.4%
ANET vs GFI
+1,093.3%
+2,754.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.0% | +4.6% | +5.6% |
| 7D | +3.0% | -2.7% | +5.7% | +3.1% |
| 30D | -5.2% | +13.2% | -18.4% | -5.7% |
| 3M | +27.6% | +28.5% | -0.9% | +26.1% |
| 6M | +44.4% | -6.2% | +50.6% | +44.2% |
| YTD | +52.3% | +8.7% | +43.6% | +51.4% |
| 1Y | +30.4% | +24.8% | +5.6% | +29.1% |
| 3Y | +313.3% | +298.0% | +15.2% | +297.9% |
| 5Y | +810.0% | +546.0% | +264.0% | +753.5% |
| All | +3,847.4% | +1,093.3% | +2,754.1% | +3,998.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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