+326.3%
GDX vs ARES
+1,112.4%
-786.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.4% |
| 7D | -6.8% | +0.5% | -7.3% | -6.9% |
| 30D | -2.1% | +19.7% | -21.8% | -5.1% |
| 3M | -7.5% | -9.0% | +1.5% | -6.1% |
| 6M | -15.2% | +11.5% | -26.7% | -16.9% |
| YTD | -4.8% | -13.8% | +9.0% | -3.4% |
| 1Y | +6.7% | -5.6% | +12.3% | +6.7% |
| 3Y | +212.7% | +36.1% | +176.6% | +188.3% |
| 5Y | +151.7% | +82.7% | +69.0% | +117.1% |
| All | +326.3% | +1,112.4% | -786.2% | +218.8% |
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