+961.2%
ARES vs GNRC
+448.8%
+512.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.9% | -2.2% | -0.2% |
| 7D | -6.1% | -0.2% | -5.9% | -6.0% |
| 30D | -7.5% | -15.7% | +8.2% | -2.6% |
| 3M | +0.1% | -27.3% | +27.4% | +9.4% |
| 6M | +30.3% | -12.1% | +42.3% | +31.6% |
| YTD | -16.6% | +37.1% | -53.7% | -28.2% |
| 1Y | -26.1% | -0.5% | -25.6% | -29.8% |
| 3Y | +36.4% | +61.5% | -25.1% | +5.9% |
| 5Y | +95.0% | -58.6% | +153.5% | +122.8% |
| All | +961.2% | +448.8% | +512.3% | +421.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GNRC.
Daily Out/Under-Performance
Portfolio return minus GNRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GNRC 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 GNRC 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