+16.2%
ANET vs GIS
-17.8%
+34.0%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +5.2% | -0.1% | +8.2% |
| 7D | -4.4% | +8.5% | -12.9% | +0.6% |
| 30D | -13.7% | +15.3% | -29.1% | -5.2% |
| 3M | -6.3% | +0.9% | -7.3% | -4.0% |
| 6M | +3.4% | +7.9% | -4.5% | +11.7% |
| YTD | +36.2% | -17.6% | +53.8% | +27.4% |
| 1Y | +16.2% | -17.4% | +33.6% | +8.4% |
| All | +16.2% | -17.8% | +34.0% | +8.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GIS.
Daily Out/Under-Performance
Portfolio return minus GIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GIS 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 1y: compounded portfolio wealth divided by compounded GIS 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…
1y analysis · Full analysis span regression · 6 months rolling