-17.3%
GIS vs ARES
+1,112.4%
-1,129.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.0% | +1.4% | +2.3% |
| 7D | -3.4% | +0.5% | -3.8% | -3.4% |
| 30D | +6.9% | +19.7% | -12.8% | +5.9% |
| 3M | -10.1% | -9.0% | -1.1% | -9.8% |
| 6M | +5.9% | +11.5% | -5.7% | +5.1% |
| YTD | -21.1% | -13.8% | -7.3% | -20.8% |
| 1Y | -22.5% | -5.6% | -16.9% | -22.6% |
| 3Y | -39.0% | +36.1% | -75.1% | -41.4% |
| 5Y | -33.3% | +82.7% | -116.0% | -38.3% |
| All | -17.3% | +1,112.4% | -1,129.7% | -33.4% |
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