+98.2%
ARES vs GTLB
-50.8%
+149.0%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.7% | -1.3% | -2.7% |
| 7D | -2.7% | -6.6% | +3.9% | -1.3% |
| 30D | -2.4% | +13.7% | -16.1% | -5.3% |
| 3M | +3.9% | +52.9% | -49.0% | -6.0% |
| 6M | +26.4% | +88.5% | -62.1% | +8.0% |
| YTD | -14.9% | +23.4% | -38.3% | -20.5% |
| 1Y | -20.4% | -3.8% | -16.6% | -22.2% |
| 3Y | +38.8% | -11.5% | +50.3% | +31.4% |
| All | +98.2% | -50.8% | +149.0% | +77.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling