+1,101.7%
ARES vs GWW
+658.3%
+443.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.9% | +1.9% | +1.4% |
| 7D | +0.5% | +3.6% | -3.1% | -1.2% |
| 30D | +19.7% | +12.1% | +7.5% | +13.5% |
| 3M | -9.0% | +12.9% | -21.9% | -14.1% |
| 6M | +11.5% | +19.3% | -7.8% | +2.4% |
| YTD | -13.8% | +48.7% | -62.6% | -29.3% |
| 1Y | -5.6% | +60.5% | -66.1% | -25.3% |
| 3Y | +36.1% | +93.3% | -57.2% | -1.4% |
| 5Y | +82.7% | +219.0% | -136.3% | +4.3% |
| All | +1,101.7% | +658.3% | +443.4% | +414.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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