+228.4%
GDXJ vs ARES
+90.2%
+138.2%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.8% | -1.2% | -3.3% |
| 7D | -6.2% | -7.7% | +1.5% | -4.3% |
| 30D | +4.6% | -8.7% | +13.4% | +7.0% |
| 3M | +31.3% | +2.8% | +28.4% | +29.9% |
| 6M | -10.7% | +23.1% | -33.7% | -15.7% |
| YTD | +9.1% | -17.3% | +26.3% | +13.1% |
| 1Y | +44.1% | -24.3% | +68.4% | +52.3% |
| 3Y | +285.4% | +34.9% | +250.5% | +233.3% |
| 5Y | +228.4% | +93.5% | +134.9% | +147.4% |
| All | +228.4% | +90.2% | +138.2% | +147.4% |
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