+19.7%
GLD vs ARES
-18.0%
+37.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +0.2% |
| 3M | +0.6% | +10.4% | -9.7% | -0.1% |
| 6M | -15.6% | +29.0% | -44.6% | -16.2% |
| YTD | +0.9% | -12.2% | +13.1% | 0.0% |
| All | +19.7% | -18.0% | +37.7% | +19.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling