+213.3%
GLD vs ARES
+1,045.9%
-832.6%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.7% |
| 7D | +0.7% | -0.3% | +1.1% | +0.8% |
| 30D | +0.3% | +1.3% | -1.0% | +0.3% |
| 3M | +0.6% | +10.4% | -9.7% | +0.3% |
| 6M | -15.6% | +29.0% | -44.6% | -16.2% |
| YTD | +0.9% | -12.2% | +13.1% | +0.9% |
| 1Y | +19.4% | -18.4% | +37.8% | +19.6% |
| 3Y | +124.5% | +43.2% | +81.3% | +121.1% |
| 5Y | +138.9% | +102.6% | +36.3% | +133.1% |
| 10Y | +213.3% | +1,029.6% | -816.3% | +204.9% |
| All | +213.3% | +1,045.9% | -832.6% | +204.9% |
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