+15.5%
GEHC vs ARES
+122.2%
-106.7%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.3% | -0.9% |
| 7D | -4.0% | -1.7% | -2.3% | -3.5% |
| 30D | -2.0% | +0.3% | -2.2% | -2.2% |
| 3M | +8.0% | +8.5% | -0.5% | +4.5% |
| 6M | -12.8% | +23.5% | -36.2% | -19.7% |
| YTD | -15.9% | -11.2% | -4.7% | -13.5% |
| 1Y | -6.9% | -19.3% | +12.4% | -1.3% |
| 3Y | 0.0% | +48.7% | -48.7% | -17.8% |
| All | +15.5% | +122.2% | -106.7% | -20.9% |
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 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