+1,121.7%
ARES vs GPC
+106.0%
+1,015.7%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.8% |
| 7D | +4.5% | +1.6% | +3.0% | +3.9% |
| 30D | +15.7% | -2.1% | +17.8% | +16.6% |
| 3M | -2.0% | -6.8% | +4.8% | +0.9% |
| 6M | +10.4% | +18.6% | -8.2% | +1.0% |
| YTD | -14.2% | +2.7% | -16.9% | -17.1% |
| 1Y | -7.8% | +1.8% | -9.5% | -10.6% |
| 3Y | +41.4% | +1.1% | +40.3% | +31.0% |
| 5Y | +83.7% | +4.1% | +79.6% | +66.6% |
| 10Y | +1,204.1% | +88.2% | +1,115.9% | +729.6% |
| All | +1,121.7% | +106.0% | +1,015.7% | +697.4% |
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