+1,164.6%
ARES vs GME
+168.1%
+996.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -1.0% |
| 7D | -1.7% | +7.2% | -8.9% | -1.9% |
| 30D | +0.3% | +0.8% | -0.5% | +0.2% |
| 3M | +8.5% | -14.0% | +22.4% | +9.0% |
| 6M | +23.5% | -19.7% | +43.2% | +24.3% |
| YTD | -11.2% | -4.6% | -6.6% | -11.2% |
| 1Y | -19.3% | -14.3% | -4.9% | -19.0% |
| 3Y | +48.7% | +4.0% | +44.6% | +41.8% |
| 5Y | +106.5% | -62.2% | +168.7% | +99.4% |
| 10Y | +1,055.3% | +241.4% | +814.0% | +654.8% |
| All | +1,164.6% | +168.1% | +996.5% | +730.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling