-34.9%
GIS vs ARES
+81.3%
-116.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +5.3% |
| 3M | -10.5% | -5.4% | -5.2% | -10.7% |
| 6M | +1.8% | +10.0% | -8.2% | +1.9% |
| YTD | -22.9% | -14.7% | -8.3% | -23.2% |
| 1Y | -22.9% | -9.7% | -13.3% | -23.1% |
| 3Y | -40.5% | +35.8% | -76.3% | -40.9% |
| 5Y | -34.9% | +80.9% | -115.8% | -35.8% |
| All | -34.9% | +81.3% | -116.2% | -35.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling