+26.4%
ARES vs GFI
-3.9%
+30.3%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.3% | -2.7% | -3.0% |
| 7D | -2.7% | +4.7% | -7.4% | -3.1% |
| 30D | -2.4% | +14.4% | -16.8% | -3.7% |
| 3M | +3.9% | +32.5% | -28.6% | +0.3% |
| 6M | +26.4% | -7.2% | +33.5% | +20.0% |
| All | +26.4% | -3.9% | +30.3% | +20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 6mo: compounded portfolio wealth divided by compounded GFI 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…
6mo analysis · Full analysis span regression · 6 months rolling