+228.6%
GLD vs ANET
+5,373.0%
-5,144.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ANET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.3% | -1.7% |
| 7D | -3.4% | -1.3% | -2.1% | -3.4% |
| 30D | -1.1% | -4.5% | +3.3% | -1.1% |
| 3M | +5.8% | +24.5% | -18.7% | +5.6% |
| 6M | -17.1% | +35.4% | -52.4% | -17.3% |
| YTD | 0.0% | +44.2% | -44.2% | -0.3% |
| 1Y | +18.2% | +25.4% | -7.2% | +17.8% |
| 3Y | +122.6% | +284.8% | -162.2% | +123.3% |
| 5Y | +137.1% | +761.7% | -624.6% | +140.1% |
| 10Y | +212.7% | +3,691.2% | -3,478.5% | +238.3% |
| All | +228.6% | +5,373.0% | -5,144.4% | +261.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling