+213.0%
GLDM vs ARES
+789.4%
-576.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -1.1% |
| 7D | -2.0% | +0.8% | -2.7% | -2.0% |
| 30D | -4.4% | +16.7% | -21.1% | -4.9% |
| 3M | -8.8% | -2.6% | -6.2% | -8.8% |
| 6M | -15.9% | +13.0% | -28.8% | -16.3% |
| YTD | -7.7% | -11.7% | +4.0% | -7.7% |
| 1Y | -3.6% | -6.7% | +3.1% | -3.8% |
| 3Y | +105.2% | +40.5% | +64.7% | +101.7% |
| 5Y | +112.8% | +88.2% | +24.5% | +107.1% |
| All | +213.0% | +789.4% | -576.4% | +197.2% |
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 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