+123.5%
GLD vs ANET
+302.4%
-178.9%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ANET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.6% | -5.0% | +0.3% |
| 7D | -2.0% | +3.0% | -5.0% | -2.1% |
| 30D | -1.5% | -5.2% | +3.7% | -1.3% |
| 3M | +3.2% | +27.6% | -24.4% | +1.9% |
| 6M | -16.3% | +44.4% | -60.7% | -18.1% |
| YTD | +0.6% | +52.3% | -51.7% | -1.8% |
| 1Y | +19.1% | +30.4% | -11.3% | +16.6% |
| 3Y | +123.5% | +313.3% | -189.7% | +115.2% |
| All | +123.5% | +302.4% | -178.9% | +115.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling