+1,139.0%
ANET vs GH
+467.1%
+671.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -1.0% | +6.6% | +5.8% |
| 7D | +3.0% | -2.5% | +5.5% | +3.5% |
| 30D | -5.2% | -4.7% | -0.5% | -4.4% |
| 3M | +27.6% | +20.2% | +7.4% | +22.4% |
| 6M | +44.4% | +78.8% | -34.4% | +27.1% |
| YTD | +52.3% | +54.1% | -1.8% | +37.6% |
| 1Y | +30.4% | +177.1% | -146.7% | +3.9% |
| 3Y | +313.3% | +371.6% | -58.4% | +178.0% |
| 5Y | +810.0% | +21.9% | +788.1% | +632.4% |
| All | +1,139.0% | +467.1% | +671.9% | +547.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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