+80.9%
ARES vs GAP
+3.6%
+77.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.3% | -2.0% | -3.0% |
| 7D | -0.3% | -5.2% | +4.9% | +1.0% |
| 30D | +15.3% | -6.9% | +22.2% | +17.3% |
| 3M | -5.4% | +5.7% | -11.1% | -7.1% |
| 6M | +10.0% | +0.9% | +9.1% | +8.3% |
| YTD | -14.7% | -14.5% | -0.2% | -12.8% |
| 1Y | -9.7% | -12.1% | +2.4% | -8.5% |
| 3Y | +35.8% | +72.2% | -36.3% | +7.6% |
| 5Y | +80.9% | +4.5% | +76.3% | +35.6% |
| All | +80.9% | +3.6% | +77.3% | +35.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling