+684.6%
ANET vs GFS
0.0%
+684.5%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +2.2% | +3.5% | +4.8% |
| 7D | +3.0% | +3.8% | -0.9% | +1.6% |
| 30D | -5.2% | -11.7% | +6.5% | -0.7% |
| 3M | +27.6% | -41.8% | +69.4% | +55.1% |
| 6M | +44.4% | +6.6% | +37.7% | +38.7% |
| YTD | +52.3% | +34.6% | +17.7% | +32.0% |
| 1Y | +30.4% | +46.2% | -15.7% | +8.4% |
| 3Y | +313.3% | -20.3% | +333.6% | +314.9% |
| All | +684.6% | 0.0% | +684.5% | +581.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 5y: compounded portfolio wealth divided by compounded GFS 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…
5y analysis · Full analysis span regression · 6 months rolling