-35.4%
GIS vs ARES
+38.2%
-73.6%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.1% | +1.5% | -1.7% |
| 7D | -8.6% | -2.7% | -5.9% | -8.7% |
| 30D | -0.5% | -2.4% | +1.9% | -0.5% |
| 3M | +11.9% | +3.9% | +8.0% | +12.2% |
| 6M | -11.6% | +26.4% | -38.0% | -10.8% |
| YTD | -16.3% | -14.9% | -1.4% | -16.8% |
| 1Y | -21.8% | -20.4% | -1.3% | -22.4% |
| All | -35.4% | +38.2% | -73.6% | -33.2% |
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