-12.1%
GFS vs ARES
+96.2%
-108.3%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | -5.3% | +8.1% | -13.4% | -9.1% |
| 30D | -15.8% | +18.9% | -34.7% | -23.5% |
| 3M | -18.6% | +2.3% | -21.0% | -20.5% |
| 6M | -45.0% | +12.7% | -57.7% | -49.6% |
| YTD | +16.8% | -10.8% | +27.5% | +19.0% |
| 1Y | +17.8% | -5.3% | +23.1% | +15.4% |
| 3Y | -21.5% | +42.0% | -63.6% | -43.9% |
| 5Y | -29.3% | +88.3% | -117.6% | -63.1% |
| All | -12.1% | +96.2% | -108.3% | -54.1% |
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