+296.0%
GDX vs ANET
+3,934.2%
-3,638.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ANET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +5.6% | -4.5% | +0.6% |
| 7D | -2.2% | +3.0% | -5.2% | -2.5% |
| 30D | +6.8% | -5.2% | +11.9% | +7.2% |
| 3M | +24.9% | +27.6% | -2.7% | +21.7% |
| 6M | -4.2% | +44.4% | -48.6% | -8.2% |
| YTD | +13.2% | +52.3% | -39.1% | +8.0% |
| 1Y | +40.2% | +30.4% | +9.8% | +35.1% |
| 3Y | +249.6% | +313.3% | -63.7% | +205.8% |
| 5Y | +230.4% | +810.0% | -579.6% | +171.7% |
| All | +296.0% | +3,934.2% | -3,638.2% | +228.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ANET.
Daily Out/Under-Performance
Portfolio return minus ANET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ANET 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 ANET 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