-17.5%
GFS vs ARES
+40.9%
-58.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -1.1% | +6.6% | +5.9% |
| 7D | +6.2% | +0.8% | +5.5% | +6.0% |
| 30D | -11.4% | +16.7% | -28.1% | -17.1% |
| 3M | -15.5% | -2.6% | -12.8% | -15.1% |
| 6M | -42.6% | +13.0% | -55.6% | -46.4% |
| YTD | +23.2% | -11.7% | +34.9% | +27.4% |
| 1Y | +23.6% | -6.7% | +30.3% | +23.5% |
| All | -17.5% | +40.9% | -58.3% | -32.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling