+318.1%
GDXJ vs ARES
+1,196.0%
-877.9%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.3% |
| 7D | +0.2% | -1.7% | +1.8% | +0.6% |
| 30D | +17.9% | +0.3% | +17.6% | +17.7% |
| 3M | +15.3% | +8.5% | +6.8% | +13.2% |
| 6M | -9.4% | +23.5% | -32.9% | -13.7% |
| YTD | +13.4% | -11.2% | +24.6% | +14.9% |
| 1Y | +59.7% | -19.3% | +78.9% | +64.4% |
| 3Y | +283.6% | +48.7% | +234.9% | +241.7% |
| 5Y | +217.6% | +106.5% | +111.1% | +160.3% |
| 10Y | +225.7% | +1,055.3% | -829.7% | +125.0% |
| All | +318.1% | +1,196.0% | -877.9% | +180.1% |
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