+215.1%
GDXJ vs ARES
+979.8%
-764.7%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.3% | +0.9% |
| 7D | -2.8% | -6.1% | +3.3% | -1.4% |
| 30D | +5.0% | -7.5% | +12.5% | +6.8% |
| 3M | +24.1% | +0.1% | +24.0% | +23.7% |
| 6M | -7.4% | +30.3% | -37.6% | -13.4% |
| YTD | +10.2% | -16.6% | +26.8% | +13.6% |
| 1Y | +42.5% | -26.1% | +68.6% | +50.6% |
| 3Y | +285.7% | +36.4% | +249.3% | +242.9% |
| 5Y | +231.9% | +95.0% | +136.9% | +164.7% |
| All | +215.1% | +979.8% | -764.7% | +111.9% |
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 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