+1,164.6%
ARES vs GAP
-15.2%
+1,179.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.1% |
| 7D | -1.7% | -4.5% | +2.8% | -0.7% |
| 30D | +0.3% | +9.0% | -8.8% | -2.0% |
| 3M | +8.5% | +5.0% | +3.5% | +6.9% |
| 6M | +23.5% | -17.8% | +41.3% | +27.2% |
| YTD | -11.2% | -10.4% | -0.8% | -10.3% |
| 1Y | -19.3% | -3.4% | -15.9% | -20.1% |
| 3Y | +48.7% | +111.5% | -62.8% | +16.9% |
| 5Y | +106.5% | +8.8% | +97.7% | +76.2% |
| 10Y | +1,055.3% | +32.9% | +1,022.4% | +683.6% |
| All | +1,164.6% | -15.2% | +1,179.8% | +780.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling