+1,131.0%
ARES vs GSK
+102.0%
+1,029.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.7% |
| 7D | +0.8% | -1.1% | +1.8% | +1.1% |
| 30D | +16.7% | +7.8% | +8.9% | +13.8% |
| 3M | -2.6% | +0.3% | -2.9% | -2.8% |
| 6M | +13.0% | +3.4% | +9.5% | +11.3% |
| YTD | -11.7% | +5.9% | -17.6% | -14.6% |
| 1Y | -6.7% | +8.2% | -14.9% | -10.5% |
| 3Y | +40.5% | +65.3% | -24.8% | +7.7% |
| 5Y | +88.2% | +43.3% | +44.9% | +52.4% |
| 10Y | +1,131.0% | +102.9% | +1,028.1% | +778.5% |
| All | +1,131.0% | +102.0% | +1,029.0% | +778.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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