+152.0%
GE vs ARES
+1,006.5%
-854.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.1% | +0.2% | -1.6% |
| 7D | -1.2% | -2.7% | +1.4% | -0.2% |
| 30D | -11.3% | -2.4% | -8.9% | -10.7% |
| 3M | -1.4% | +3.9% | -5.3% | -3.6% |
| 6M | +1.2% | +26.4% | -25.2% | -9.4% |
| YTD | +5.9% | -14.9% | +20.8% | +9.8% |
| 1Y | +18.4% | -20.4% | +38.8% | +25.1% |
| 3Y | +271.0% | +38.8% | +232.2% | +202.2% |
| 5Y | +417.9% | +97.0% | +321.0% | +251.6% |
| 10Y | +152.0% | +999.8% | -847.8% | +4.1% |
| All | +152.0% | +1,006.5% | -854.5% | +4.1% |
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 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