+188.5%
GD vs ARES
+1,191.6%
-1,003.1%
-51.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.7% |
| 7D | -5.0% | +4.5% | -9.5% | -6.1% |
| 30D | +8.9% | +15.7% | -6.8% | +5.0% |
| 3M | -8.0% | -2.0% | -6.0% | -8.0% |
| 6M | +2.9% | +10.4% | -7.5% | -0.4% |
| YTD | +7.1% | -14.2% | +21.3% | +9.1% |
| 1Y | +5.9% | -7.8% | +13.7% | +5.7% |
| 3Y | +53.9% | +41.4% | +12.5% | +31.6% |
| 5Y | +95.4% | +83.7% | +11.7% | +49.3% |
| All | +188.5% | +1,191.6% | -1,003.1% | +31.4% |
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