+851.8%
GLW vs ANET
+3,934.2%
-3,082.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ANET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.6% | -3.6% | +0.1% |
| 7D | +7.8% | +3.0% | +4.8% | +6.8% |
| 30D | -0.4% | -5.2% | +4.7% | +1.4% |
| 3M | -5.6% | +27.6% | -33.2% | -12.3% |
| 6M | +26.7% | +44.4% | -17.7% | +12.3% |
| YTD | +91.0% | +52.3% | +38.7% | +65.5% |
| 1Y | +122.4% | +30.4% | +92.0% | +100.7% |
| 3Y | +471.0% | +313.3% | +157.7% | +243.3% |
| 5Y | +385.6% | +810.0% | -424.4% | +110.9% |
| All | +851.8% | +3,934.2% | -3,082.3% | +187.0% |
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