+43.2%
ARES vs GME
+4.1%
+39.1%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.4% | +0.3% | -1.0% |
| 7D | -0.3% | +0.4% | -0.8% | -0.4% |
| 30D | +1.3% | -1.4% | +2.7% | +1.3% |
| 3M | +10.4% | -15.1% | +25.5% | +10.8% |
| 6M | +29.0% | -22.5% | +51.5% | +29.9% |
| YTD | -12.2% | -5.9% | -6.3% | -12.1% |
| 1Y | -18.4% | -18.6% | +0.2% | -18.0% |
| 3Y | +43.2% | +6.7% | +36.5% | +48.3% |
| All | +43.2% | +4.1% | +39.1% | +48.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling