+205.0%
GLD vs ARES
+1,191.6%
-986.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | +4.7% | +4.5% | +0.2% | +4.6% |
| 30D | -0.9% | +15.7% | -16.6% | -1.4% |
| 3M | -4.4% | -2.0% | -2.4% | -4.4% |
| 6M | -13.6% | +10.4% | -24.0% | -13.9% |
| YTD | -6.0% | -14.2% | +8.2% | -5.9% |
| 1Y | +1.8% | -7.8% | +9.5% | +1.7% |
| 3Y | +103.2% | +41.4% | +61.8% | +100.1% |
| 5Y | +119.3% | +83.7% | +35.7% | +114.1% |
| All | +205.0% | +1,191.6% | -986.6% | +197.8% |
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 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