+104.0%
ARES vs GGLL
+188.6%
-84.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.4% | -1.2% | -0.1% |
| 7D | +4.5% | +3.1% | +1.5% | +3.9% |
| 30D | +15.7% | -36.3% | +52.1% | +26.2% |
| 3M | -2.0% | -40.4% | +38.3% | +8.1% |
| 6M | +10.4% | -54.6% | +65.0% | +28.4% |
| YTD | -14.2% | -31.1% | +16.9% | -10.9% |
| 1Y | -7.8% | -19.2% | +11.4% | -8.5% |
| 3Y | +41.4% | +151.5% | -110.1% | -4.2% |
| All | +104.0% | +188.6% | -84.7% | +28.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling