+222.0%
GLDM vs ARES
+762.5%
-540.6%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.3% | +3.1% | +0.9% |
| 7D | +1.9% | +4.9% | -3.0% | +1.7% |
| 30D | -1.7% | +13.6% | -15.3% | -2.1% |
| 3M | -3.5% | -3.3% | -0.2% | -3.5% |
| 6M | -10.1% | +11.0% | -21.1% | -10.4% |
| YTD | -5.0% | -14.4% | +9.4% | -5.0% |
| 1Y | +2.8% | -9.1% | +11.9% | +2.7% |
| 3Y | +105.1% | +37.1% | +68.0% | +101.8% |
| 5Y | +124.3% | +83.3% | +41.0% | +118.5% |
| All | +222.0% | +762.5% | -540.6% | +206.0% |
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 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