+42.0%
ARES vs GGLL
+157.4%
-115.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | 0.0% |
| 7D | +8.1% | +5.1% | +3.0% | +7.1% |
| 30D | +18.9% | -35.5% | +54.4% | +28.2% |
| 3M | +2.3% | -39.2% | +41.5% | +11.3% |
| 6M | +12.7% | -54.4% | +67.1% | +29.0% |
| YTD | -10.8% | -29.8% | +19.1% | -7.8% |
| 1Y | -5.3% | -20.4% | +15.1% | -5.4% |
| 3Y | +42.0% | +149.7% | -107.7% | +11.8% |
| All | +42.0% | +157.4% | -115.3% | +11.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling