-16.4%
GFS vs ARES
+88.5%
-105.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.2% | +6.0% | +6.1% |
| 7D | -7.8% | +4.5% | -12.4% | -10.2% |
| 30D | -19.7% | +15.7% | -35.4% | -26.1% |
| 3M | -23.1% | -2.0% | -21.1% | -23.3% |
| 6M | -46.4% | +10.4% | -56.8% | -50.4% |
| YTD | +11.0% | -14.2% | +25.3% | +15.4% |
| 1Y | +12.6% | -7.8% | +20.4% | +11.6% |
| 3Y | -24.9% | +41.4% | -66.3% | -46.6% |
| 5Y | -39.1% | +83.7% | -122.7% | -67.6% |
| All | -16.4% | +88.5% | -105.0% | -55.5% |
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 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