+185.4%
GDX vs ARES
+83.4%
+102.0%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.2% | +2.0% | +2.1% |
| 7D | +13.6% | +4.5% | +9.1% | +12.7% |
| 30D | +2.5% | +15.7% | -13.2% | -0.5% |
| 3M | +4.4% | -2.0% | +6.4% | +4.6% |
| 6M | -5.2% | +10.4% | -15.7% | -7.3% |
| YTD | +2.1% | -14.2% | +16.4% | +4.1% |
| 1Y | +24.7% | -7.8% | +32.5% | +25.3% |
| 3Y | +211.3% | +41.4% | +169.9% | +176.6% |
| All | +185.4% | +83.4% | +102.0% | +130.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling