+1,112.5%
ARES vs GFI
+1,386.2%
-273.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.3% | -2.7% | -3.1% |
| 7D | -2.7% | +4.7% | -7.4% | -2.9% |
| 30D | -2.4% | +14.4% | -16.8% | -3.0% |
| 3M | +3.9% | +32.5% | -28.6% | +2.5% |
| 6M | +26.4% | -7.2% | +33.5% | +26.2% |
| YTD | -14.9% | +10.9% | -25.7% | -15.7% |
| 1Y | -20.4% | +35.5% | -55.9% | -22.0% |
| 3Y | +38.8% | +312.1% | -273.3% | +29.1% |
| 5Y | +97.0% | +524.6% | -427.6% | +79.4% |
| 10Y | +999.8% | +1,092.7% | -92.9% | +906.8% |
| All | +1,112.5% | +1,386.2% | -273.7% | +1,012.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling