+164.9%
GD vs ARES
+1,100.6%
-935.6%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.3% | +2.2% | -0.3% |
| 7D | +1.9% | -0.3% | +2.2% | +2.0% |
| 30D | +9.2% | +15.3% | -6.1% | +5.4% |
| 3M | -7.5% | -5.4% | -2.1% | -6.6% |
| 6M | +5.8% | +10.0% | -4.3% | +2.4% |
| YTD | +9.8% | -14.7% | +24.5% | +12.0% |
| 1Y | +5.8% | -9.7% | +15.5% | +6.1% |
| 3Y | +58.0% | +35.8% | +22.2% | +36.7% |
| 5Y | +100.4% | +80.9% | +19.5% | +53.9% |
| All | +164.9% | +1,100.6% | -935.6% | +25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ARES.
Daily Out/Under-Performance
Portfolio return minus ARES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARES 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 ARES 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