+36.4%
ARES vs GDDY
+30.8%
+5.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.0% | +0.3% |
| 7D | -6.1% | -3.2% | -2.9% | -5.3% |
| 30D | -7.5% | +6.8% | -14.3% | -9.5% |
| 3M | +0.1% | +30.5% | -30.4% | -10.0% |
| 6M | +30.3% | +13.3% | +16.9% | +22.2% |
| YTD | -16.6% | -21.0% | +4.3% | -10.2% |
| 1Y | -26.1% | -34.0% | +7.9% | -14.3% |
| 3Y | +36.4% | +33.1% | +3.4% | +26.8% |
| All | +36.4% | +30.8% | +5.7% | +26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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