+159.7%
GILD vs ARES
+979.8%
-820.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.5% | -0.8% |
| 7D | -4.8% | -6.1% | +1.3% | -4.1% |
| 30D | +5.8% | -7.5% | +13.3% | +6.7% |
| 3M | +14.9% | +0.1% | +14.8% | +14.7% |
| 6M | -0.4% | +30.3% | -30.6% | -3.9% |
| YTD | +18.5% | -16.6% | +35.1% | +20.1% |
| 1Y | +25.1% | -26.1% | +51.2% | +28.5% |
| 3Y | +105.9% | +36.4% | +69.5% | +90.6% |
| 5Y | +143.0% | +95.0% | +48.0% | +109.2% |
| All | +159.7% | +979.8% | -820.1% | +84.3% |
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