+5,571.6%
ANET vs GPC
+122.3%
+5,449.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.9% | +3.5% | +1.7% |
| 7D | +3.0% | +0.2% | +2.8% | +2.9% |
| 30D | +3.3% | -0.4% | +3.7% | +3.4% |
| 3M | +24.7% | +39.2% | -14.5% | +7.5% |
| 6M | +46.7% | +18.2% | +28.5% | +34.8% |
| YTD | +48.8% | +12.1% | +36.7% | +38.0% |
| 1Y | +39.2% | -0.7% | +39.9% | +35.4% |
| 3Y | +296.9% | -1.7% | +298.6% | +270.2% |
| 5Y | +767.5% | +29.3% | +738.3% | +602.1% |
| 10Y | +3,734.5% | +80.7% | +3,653.8% | +2,360.9% |
| All | +5,571.6% | +122.3% | +5,449.2% | +2,984.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling