+3,847.4%
ANET vs GRMN
+677.8%
+3,169.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +4.2% | +1.4% | +3.6% |
| 7D | +3.0% | +2.4% | +0.6% | +1.9% |
| 30D | -5.2% | -8.5% | +3.3% | -1.0% |
| 3M | +27.6% | +19.5% | +8.1% | +14.7% |
| 6M | +44.4% | +21.2% | +23.2% | +28.6% |
| YTD | +52.3% | +41.0% | +11.3% | +24.1% |
| 1Y | +30.4% | +19.6% | +10.8% | +14.9% |
| 3Y | +313.3% | +183.8% | +129.5% | +102.1% |
| 5Y | +810.0% | +83.0% | +727.0% | +476.6% |
| All | +3,847.4% | +677.8% | +3,169.6% | +975.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GRMN.
Daily Out/Under-Performance
Portfolio return minus GRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRMN 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 GRMN 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