+3,847.4%
ANET vs GME
+285.6%
+3,561.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +3.7% | +1.9% | +5.5% |
| 7D | +3.0% | +10.4% | -7.4% | +2.6% |
| 30D | -5.2% | +14.1% | -19.3% | -5.6% |
| 3M | +27.6% | -4.6% | +32.3% | +27.7% |
| 6M | +44.4% | -13.5% | +57.9% | +44.9% |
| YTD | +52.3% | +5.3% | +47.0% | +51.7% |
| 1Y | +30.4% | -14.9% | +45.3% | +30.9% |
| 3Y | +313.3% | +24.3% | +289.0% | +294.1% |
| 5Y | +810.0% | -55.6% | +865.6% | +776.8% |
| All | +3,847.4% | +285.6% | +3,561.8% | +2,804.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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