+961.2%
ARES vs GME
+285.6%
+675.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.7% | -3.0% | +0.6% |
| 7D | -6.1% | +10.4% | -16.5% | -6.4% |
| 30D | -7.5% | +14.1% | -21.6% | -8.0% |
| 3M | +0.1% | -4.6% | +4.8% | +0.2% |
| 6M | +30.3% | -13.5% | +43.8% | +30.7% |
| YTD | -16.6% | +5.3% | -21.9% | -16.9% |
| 1Y | -26.1% | -14.9% | -11.2% | -25.9% |
| 3Y | +36.4% | +24.3% | +12.2% | +29.7% |
| 5Y | +95.0% | -55.6% | +150.5% | +87.6% |
| All | +961.2% | +285.6% | +675.5% | +530.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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