+3,847.4%
ANET vs GM
+240.0%
+3,607.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.6% | +6.2% | +5.8% |
| 7D | +3.0% | -2.4% | +5.4% | +3.8% |
| 30D | -5.2% | -1.1% | -4.1% | -4.9% |
| 3M | +27.6% | +6.1% | +21.5% | +24.9% |
| 6M | +44.4% | +15.0% | +29.4% | +37.1% |
| YTD | +52.3% | +6.0% | +46.3% | +48.0% |
| 1Y | +30.4% | +47.1% | -16.7% | +13.0% |
| 3Y | +313.3% | +170.5% | +142.8% | +181.8% |
| 5Y | +810.0% | +80.5% | +729.5% | +588.5% |
| All | +3,847.4% | +240.0% | +3,607.4% | +2,285.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM 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 GM 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