-20.8%
GIS vs ARES
+971.5%
-992.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.8% | -0.3% | -2.9% |
| 7D | -8.4% | -7.7% | -0.7% | -8.1% |
| 30D | -5.2% | -8.7% | +3.5% | -4.8% |
| 3M | +8.2% | +2.8% | +5.3% | +8.0% |
| 6M | -12.0% | +23.1% | -35.1% | -13.0% |
| YTD | -18.9% | -17.3% | -1.6% | -18.4% |
| 1Y | -23.6% | -24.3% | +0.7% | -22.9% |
| 3Y | -37.6% | +34.9% | -72.5% | -39.9% |
| 5Y | -25.2% | +93.5% | -118.7% | -30.9% |
| All | -20.8% | +971.5% | -992.4% | -33.5% |
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 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