-30.1%
GFS vs ARES
+82.0%
-112.1%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.0% | -3.7% | -3.2% |
| 7D | +7.4% | +0.5% | +6.9% | +7.1% |
| 30D | -15.3% | +19.7% | -34.9% | -23.4% |
| 3M | -21.1% | -9.0% | -12.1% | -18.0% |
| 6M | -44.5% | +11.5% | -56.0% | -49.0% |
| YTD | +19.2% | -13.8% | +33.1% | +23.6% |
| 1Y | +27.2% | -5.6% | +32.8% | +24.2% |
| 3Y | -20.1% | +36.1% | -56.2% | -41.8% |
| All | -30.1% | +82.0% | -112.1% | -64.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling