-40.4%
GIS vs ARES
+36.2%
-76.6%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.3% | +1.3% | -2.0% |
| 7D | -8.1% | -0.3% | -7.7% | -8.1% |
| 30D | +5.3% | +15.3% | -10.0% | +5.4% |
| 3M | -10.5% | -5.4% | -5.2% | -10.8% |
| 6M | +1.8% | +10.0% | -8.2% | +2.1% |
| YTD | -22.9% | -14.7% | -8.3% | -23.6% |
| 1Y | -22.9% | -9.7% | -13.3% | -23.4% |
| All | -40.4% | +36.2% | -76.6% | -38.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling