+121.8%
GLDM vs ARES
+83.4%
+38.4%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | +4.7% | +4.5% | +0.1% | +4.5% |
| 30D | -0.9% | +15.7% | -16.6% | -1.4% |
| 3M | -4.3% | -2.0% | -2.3% | -4.3% |
| 6M | -13.4% | +10.4% | -23.8% | -13.8% |
| YTD | -5.8% | -14.2% | +8.4% | -5.8% |
| 1Y | +2.1% | -7.8% | +9.8% | +1.9% |
| 3Y | +105.0% | +41.4% | +63.6% | +101.3% |
| All | +121.8% | +83.4% | +38.4% | +116.0% |
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