+39.4%
ARES vs GTLB
+4.2%
+35.2%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.4% | -2.5% | -1.4% |
| 7D | +0.8% | -9.6% | +10.4% | +2.9% |
| 30D | +16.7% | -15.5% | +32.2% | +20.7% |
| 3M | -2.6% | +12.4% | -15.0% | -5.9% |
| 6M | +13.0% | +84.6% | -71.6% | -3.7% |
| YTD | -11.7% | +26.1% | -37.8% | -18.7% |
| 1Y | -6.7% | +1.7% | -8.4% | -10.1% |
| All | +39.4% | +4.2% | +35.2% | +38.3% |
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 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