+5,537.2%
ANET vs GS
+709.3%
+4,827.9%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.2% | +1.2% |
| 7D | -0.8% | +0.9% | -1.8% | -1.3% |
| 30D | -1.8% | -1.6% | -0.2% | -0.9% |
| 3M | +16.7% | -4.5% | +21.2% | +19.7% |
| 6M | +43.7% | +20.9% | +22.8% | +28.3% |
| YTD | +47.9% | +19.9% | +28.0% | +32.3% |
| 1Y | +37.3% | +41.4% | -4.1% | +11.7% |
| 3Y | +292.7% | +239.2% | +53.6% | +98.3% |
| 5Y | +753.8% | +185.0% | +568.8% | +365.4% |
| 10Y | +3,730.1% | +655.0% | +3,075.2% | +1,026.4% |
| All | +5,537.2% | +709.3% | +4,827.9% | +1,556.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling