+3,715.7%
ANET vs GS
+657.5%
+3,058.1%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.6% |
| 7D | +3.7% | +2.4% | +1.2% | +2.3% |
| 30D | +0.7% | -0.1% | +0.8% | +0.8% |
| 3M | +26.8% | +0.2% | +26.6% | +26.4% |
| 6M | +40.7% | +24.8% | +15.9% | +23.6% |
| YTD | +47.2% | +18.8% | +28.5% | +32.6% |
| 1Y | +36.0% | +37.3% | -1.4% | +12.8% |
| 3Y | +292.8% | +237.9% | +54.9% | +101.5% |
| 5Y | +761.9% | +187.0% | +574.9% | +373.1% |
| All | +3,715.7% | +657.5% | +3,058.1% | +1,241.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GS.
Daily Out/Under-Performance
Portfolio return minus GS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GS 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 GS 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