+104.9%
ARES vs GGLL
+210.8%
-105.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.1% | +3.1% | +1.4% |
| 7D | +0.5% | +7.7% | -7.2% | -1.2% |
| 30D | +19.7% | -30.2% | +49.9% | +27.8% |
| 3M | -9.0% | -31.3% | +22.3% | -2.7% |
| 6M | +11.5% | -52.1% | +63.6% | +28.3% |
| YTD | -13.8% | -25.9% | +12.0% | -12.0% |
| 1Y | -5.6% | -8.5% | +2.9% | -9.0% |
| 3Y | +36.1% | +165.5% | -129.4% | -8.8% |
| All | +104.9% | +210.8% | -105.8% | +26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 10y: compounded portfolio wealth divided by compounded GGLL 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…
10y analysis · Full analysis span regression · 6 months rolling