+43.2%
ARES vs GTLB
-8.4%
+51.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.4% | +4.3% | +0.1% |
| 7D | -0.3% | +4.6% | -4.9% | -1.5% |
| 30D | +1.3% | +21.0% | -19.7% | -3.3% |
| 3M | +10.4% | +51.7% | -41.3% | -0.4% |
| 6M | +29.0% | +89.3% | -60.3% | +9.1% |
| YTD | -12.2% | +25.6% | -37.8% | -18.7% |
| 1Y | -18.4% | -1.5% | -16.9% | -20.7% |
| 3Y | +43.2% | -9.9% | +53.1% | +38.5% |
| All | +43.2% | -8.4% | +51.6% | +38.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling