+293.1%
ANET vs GS
+201.3%
+91.7%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.4% | +6.5% | +6.1% |
| 7D | +29.8% | +5.1% | +24.7% | +25.4% |
| 30D | +1.0% | +2.4% | -1.4% | 0.0% |
| 3M | -1.8% | -11.5% | +9.6% | +7.2% |
| 6M | +45.0% | -2.5% | +47.5% | +47.3% |
| YTD | +57.7% | +5.5% | +52.2% | +50.1% |
| 1Y | +53.1% | +11.0% | +42.0% | +40.6% |
| All | +293.1% | +201.3% | +91.7% | +114.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling