+100.6%
ARES vs GTLB
-49.4%
+150.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.8% |
| 7D | +0.5% | -0.7% | +1.2% | +0.6% |
| 30D | +19.7% | -10.2% | +29.9% | +22.2% |
| 3M | -9.0% | +10.1% | -19.1% | -11.5% |
| 6M | +11.5% | +116.5% | -104.9% | -7.4% |
| YTD | -13.8% | +27.2% | -41.0% | -20.5% |
| 1Y | -5.6% | +8.6% | -14.1% | -10.2% |
| 3Y | +36.1% | +5.6% | +30.5% | +23.9% |
| 5Y | +82.7% | -61.8% | +144.5% | +60.3% |
| All | +100.6% | -49.4% | +150.0% | +77.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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