+43.2%
ARES vs GAP
+113.8%
-70.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | -0.3% | +1.7% | -2.1% | -0.7% |
| 30D | +1.3% | +9.3% | -8.0% | -0.9% |
| 3M | +10.4% | +6.1% | +4.3% | +8.5% |
| 6M | +29.0% | -2.3% | +31.3% | +28.0% |
| YTD | -12.2% | -10.6% | -1.6% | -11.2% |
| 1Y | -18.4% | -4.4% | -14.0% | -19.0% |
| 3Y | +43.2% | +118.3% | -75.1% | +21.6% |
| All | +43.2% | +113.8% | -70.6% | +21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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