+106.7%
ARES vs GTLB
-47.1%
+153.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.1% | -2.0% | -1.2% |
| 7D | -1.7% | +11.1% | -12.7% | -4.0% |
| 30D | +0.3% | +37.8% | -37.5% | -6.8% |
| 3M | +8.5% | +61.6% | -53.1% | -3.0% |
| 6M | +23.5% | +98.9% | -75.4% | +4.3% |
| YTD | -11.2% | +32.8% | -44.0% | -18.4% |
| 1Y | -19.3% | +14.7% | -33.9% | -24.1% |
| 3Y | +48.7% | +1.3% | +47.3% | +36.7% |
| All | +106.7% | -47.1% | +153.8% | +81.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling