+1,164.6%
ARES vs GPC
+131.6%
+1,033.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.1% | -1.5% |
| 7D | -1.7% | +1.2% | -2.9% | -2.2% |
| 30D | +0.3% | +6.0% | -5.7% | -2.4% |
| 3M | +8.5% | +42.6% | -34.1% | -8.4% |
| 6M | +23.5% | +22.8% | +0.7% | +11.4% |
| YTD | -11.2% | +15.5% | -26.7% | -18.4% |
| 1Y | -19.3% | +2.0% | -21.3% | -21.6% |
| 3Y | +48.7% | -1.4% | +50.1% | +40.5% |
| 5Y | +106.5% | +30.6% | +75.9% | +68.7% |
| 10Y | +1,055.3% | +80.6% | +974.7% | +631.7% |
| All | +1,164.6% | +131.6% | +1,033.0% | +684.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling