+93.5%
ARES vs GAP
+3.0%
+90.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.1% | -0.7% | -2.3% |
| 7D | -7.7% | -6.3% | -1.4% | -6.2% |
| 30D | -8.7% | -0.2% | -8.5% | -9.0% |
| 3M | +2.8% | 0.0% | +2.8% | +2.3% |
| 6M | +23.1% | -8.1% | +31.2% | +23.8% |
| YTD | -17.3% | -16.5% | -0.8% | -14.8% |
| 1Y | -24.3% | -10.5% | -13.8% | -23.8% |
| 3Y | +34.9% | +104.0% | -69.0% | +1.7% |
| 5Y | +93.5% | +6.8% | +86.7% | +47.7% |
| All | +93.5% | +3.0% | +90.5% | +47.7% |
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