+145.9%
GLDM vs ARES
+105.6%
+40.3%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.9% |
| 7D | -0.5% | -1.7% | +1.1% | -0.5% |
| 30D | +4.4% | +0.3% | +4.1% | +4.4% |
| 3M | -1.1% | +8.5% | -9.5% | -1.4% |
| 6M | -13.7% | +23.5% | -37.1% | -14.3% |
| YTD | +2.8% | -11.2% | +14.0% | +2.7% |
| 1Y | +24.8% | -19.3% | +44.1% | +25.0% |
| 3Y | +127.8% | +48.7% | +79.2% | +123.4% |
| All | +145.9% | +105.6% | +40.3% | +138.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling