+642.9%
ANET vs GFS
-2.1%
+645.0%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.1% | -2.1% |
| 7D | -1.3% | +3.2% | -4.5% | -2.5% |
| 30D | -4.5% | -9.6% | +5.1% | -0.9% |
| 3M | +24.5% | -38.5% | +63.0% | +48.3% |
| 6M | +35.4% | -1.3% | +36.7% | +33.6% |
| YTD | +44.2% | +31.8% | +12.4% | +25.9% |
| 1Y | +25.4% | +44.6% | -19.2% | +4.6% |
| 3Y | +284.8% | -20.6% | +305.4% | +286.6% |
| All | +642.9% | -2.1% | +645.0% | +550.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling