+170.6%
GD vs ARES
+1,145.7%
-975.2%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.2% |
| 7D | +0.6% | +0.8% | -0.1% | +0.5% |
| 30D | +9.5% | +16.7% | -7.2% | +5.3% |
| 3M | -5.8% | -2.6% | -3.2% | -5.6% |
| 6M | +7.7% | +13.0% | -5.2% | +3.7% |
| YTD | +11.1% | -11.7% | +22.8% | +12.4% |
| 1Y | +6.1% | -6.7% | +12.8% | +5.6% |
| 3Y | +59.8% | +40.5% | +19.3% | +37.2% |
| 5Y | +104.6% | +88.2% | +16.4% | +55.5% |
| 10Y | +170.6% | +1,131.0% | -960.4% | +26.8% |
| All | +170.6% | +1,145.7% | -975.2% | +26.8% |
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