+97.0%
ARES vs GME
-55.8%
+152.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +5.3% | -8.4% | -3.5% |
| 7D | -2.7% | +4.8% | -7.5% | -3.1% |
| 30D | -2.4% | +5.9% | -8.2% | -2.9% |
| 3M | +3.9% | -10.7% | +14.6% | +4.6% |
| 6M | +26.4% | -19.8% | +46.2% | +28.2% |
| YTD | -14.9% | -0.9% | -13.9% | -15.2% |
| 1Y | -20.4% | -15.7% | -4.7% | -19.8% |
| 3Y | +38.8% | +12.3% | +26.5% | +19.2% |
| 5Y | +97.0% | -60.1% | +157.0% | +79.5% |
| All | +97.0% | -55.8% | +152.8% | +79.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling