+3,847.4%
ANET vs GPC
+86.4%
+3,761.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.4% | +6.0% | +5.7% |
| 7D | +3.0% | -3.2% | +6.2% | +4.1% |
| 30D | -5.2% | +0.5% | -5.7% | -5.4% |
| 3M | +27.6% | +31.7% | -4.1% | +13.4% |
| 6M | +44.4% | +24.7% | +19.7% | +30.7% |
| YTD | +52.3% | +11.8% | +40.6% | +42.1% |
| 1Y | +30.4% | -3.0% | +33.4% | +28.3% |
| 3Y | +313.3% | -1.1% | +314.4% | +286.1% |
| 5Y | +810.0% | +30.5% | +779.5% | +641.8% |
| All | +3,847.4% | +86.4% | +3,761.0% | +2,510.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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