+471.0%
GLW vs ANET
+302.4%
+168.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ANET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.6% | -3.6% | -0.1% |
| 7D | +7.8% | +3.0% | +4.8% | +6.7% |
| 30D | -0.4% | -5.2% | +4.7% | +1.6% |
| 3M | -5.6% | +27.6% | -33.2% | -12.6% |
| 6M | +26.7% | +44.4% | -17.7% | +11.6% |
| YTD | +91.0% | +52.3% | +38.7% | +64.7% |
| 1Y | +122.4% | +30.4% | +92.0% | +99.1% |
| 3Y | +471.0% | +313.3% | +157.7% | +309.9% |
| All | +471.0% | +302.4% | +168.6% | +309.9% |
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