+356.9%
GDX vs ARES
+1,196.0%
-839.1%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -2.1% |
| 7D | -0.4% | -1.7% | +1.3% | -0.1% |
| 30D | +18.6% | +0.3% | +18.3% | +18.5% |
| 3M | +14.9% | +8.5% | +6.4% | +13.4% |
| 6M | -6.3% | +23.5% | -29.7% | -9.2% |
| YTD | +15.7% | -11.2% | +27.0% | +16.7% |
| 1Y | +54.8% | -19.3% | +74.1% | +57.7% |
| 3Y | +253.4% | +48.7% | +204.8% | +228.7% |
| 5Y | +219.7% | +106.5% | +113.1% | +182.5% |
| 10Y | +300.2% | +1,055.3% | -755.1% | +229.0% |
| All | +356.9% | +1,196.0% | -839.1% | +265.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling