+5,706.3%
ANET vs GWRE
+270.3%
+5,436.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +0.6% | +5.0% | +5.4% |
| 7D | +3.0% | -13.2% | +16.2% | +8.9% |
| 30D | -5.2% | -18.6% | +13.4% | +0.8% |
| 3M | +27.6% | +18.9% | +8.7% | +10.7% |
| 6M | +44.4% | -11.0% | +55.3% | +40.0% |
| YTD | +52.3% | -29.9% | +82.2% | +63.5% |
| 1Y | +30.4% | -44.3% | +74.8% | +56.9% |
| 3Y | +313.3% | +51.7% | +261.6% | +174.7% |
| 5Y | +810.0% | +15.4% | +794.6% | +583.0% |
| 10Y | +3,903.8% | +129.4% | +3,774.4% | +1,834.7% |
| All | +5,706.3% | +270.3% | +5,436.0% | +2,064.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 GWRE 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