+1,039.2%
ARES vs GDDY
+381.9%
+657.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +3.0% | -5.7% | -3.7% |
| 7D | -7.7% | -7.0% | -0.7% | -5.8% |
| 30D | -8.7% | +6.2% | -14.9% | -10.7% |
| 3M | +2.8% | +20.0% | -17.2% | -4.7% |
| 6M | +23.1% | +6.8% | +16.2% | +17.8% |
| YTD | -17.3% | -22.3% | +5.1% | -13.1% |
| 1Y | -24.3% | -33.5% | +9.2% | -16.5% |
| 3Y | +34.9% | +29.2% | +5.7% | +20.4% |
| 5Y | +93.5% | +28.1% | +65.4% | +73.3% |
| 10Y | +969.2% | +200.2% | +769.0% | +767.8% |
| All | +1,039.2% | +381.9% | +657.3% | +859.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling