+281.7%
GDXJ vs ARES
+34.3%
+247.4%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.8% | -1.2% | -3.3% |
| 7D | -6.2% | -7.7% | +1.5% | -4.4% |
| 30D | +4.6% | -8.7% | +13.4% | +6.8% |
| 3M | +31.3% | +2.8% | +28.4% | +30.0% |
| 6M | -10.7% | +23.1% | -33.7% | -14.9% |
| YTD | +9.1% | -17.3% | +26.3% | +12.8% |
| 1Y | +44.1% | -24.3% | +68.4% | +51.9% |
| All | +281.7% | +34.3% | +247.4% | +216.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling