+1,127.5%
ARES vs GME
+261.7%
+865.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +1.0% |
| 7D | +0.5% | +2.9% | -2.4% | +0.4% |
| 30D | +19.7% | -4.8% | +24.5% | +19.9% |
| 3M | -9.0% | +39.2% | -48.2% | -10.1% |
| 6M | +11.5% | +17.1% | -5.5% | +10.7% |
| YTD | -13.8% | +28.7% | -42.6% | -14.9% |
| 1Y | -5.6% | +23.3% | -28.9% | -6.6% |
| 3Y | +36.1% | +112.9% | -76.8% | +26.4% |
| 5Y | +82.7% | -48.8% | +131.5% | +74.3% |
| 10Y | +1,101.7% | +478.2% | +623.5% | +656.8% |
| All | +1,127.5% | +261.7% | +865.7% | +696.2% |
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