+5,397.9%
ANET vs GME
+203.1%
+5,194.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.5% | -4.6% | -2.1% |
| 7D | -1.3% | +6.0% | -7.3% | -1.5% |
| 30D | -4.5% | +8.3% | -12.8% | -4.8% |
| 3M | +24.5% | -9.1% | +33.6% | +24.9% |
| 6M | +35.4% | -16.3% | +51.7% | +36.1% |
| YTD | +44.2% | +1.5% | +42.7% | +43.8% |
| 1Y | +25.4% | -16.3% | +41.7% | +26.0% |
| 3Y | +284.8% | +15.1% | +269.6% | +265.2% |
| 5Y | +761.7% | -57.2% | +818.9% | +727.5% |
| 10Y | +3,691.2% | +274.5% | +3,416.7% | +2,532.8% |
| All | +5,397.9% | +203.1% | +5,194.8% | +4,010.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling