+225.3%
GLD vs ARES
+1,196.0%
-970.7%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.1% | -0.8% |
| 7D | -0.5% | -1.7% | +1.2% | -0.5% |
| 30D | +4.4% | +0.3% | +4.1% | +4.4% |
| 3M | -1.1% | +8.5% | -9.6% | -1.3% |
| 6M | -13.8% | +23.5% | -37.3% | -14.1% |
| YTD | +2.6% | -11.2% | +13.9% | +2.6% |
| 1Y | +24.5% | -19.3% | +43.8% | +24.6% |
| 3Y | +125.8% | +48.7% | +77.2% | +123.8% |
| 5Y | +137.8% | +106.5% | +31.3% | +134.7% |
| 10Y | +221.4% | +1,055.3% | -834.0% | +224.5% |
| All | +225.3% | +1,196.0% | -970.7% | +230.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling