+1,150.8%
ARES vs GNRC
+248.6%
+902.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GNRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -1.5% |
| 7D | -0.3% | +4.8% | -5.2% | -1.7% |
| 30D | +1.3% | -10.4% | +11.7% | +4.3% |
| 3M | +10.4% | -28.5% | +38.8% | +20.0% |
| 6M | +29.0% | -6.8% | +35.8% | +28.0% |
| YTD | -12.2% | +39.5% | -51.7% | -23.5% |
| 1Y | -18.4% | +3.4% | -21.8% | -22.9% |
| 3Y | +43.2% | +65.1% | -22.0% | +13.9% |
| 5Y | +102.6% | -57.1% | +159.7% | +120.9% |
| 10Y | +1,029.6% | +432.5% | +597.1% | +572.8% |
| All | +1,150.8% | +248.6% | +902.2% | +626.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling