+1,267.4%
ARES vs GPC
+93.7%
+1,173.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.3% | +1.9% | +3.1% |
| 7D | +5.0% | +0.8% | +4.1% | +4.6% |
| 30D | +19.1% | -1.1% | +20.2% | +19.5% |
| 3M | +3.1% | -6.6% | +9.7% | +6.2% |
| 6M | +12.9% | +22.2% | -9.4% | +1.5% |
| YTD | -10.7% | +5.1% | -15.7% | -14.6% |
| 1Y | -5.5% | +2.8% | -8.3% | -8.9% |
| 3Y | +45.0% | +2.4% | +42.6% | +32.9% |
| 5Y | +87.4% | +7.8% | +79.6% | +65.5% |
| 10Y | +1,267.4% | +87.2% | +1,180.2% | +681.6% |
| All | +1,267.4% | +93.7% | +1,173.7% | +681.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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