+554.2%
GLW vs ARES
+1,100.6%
-546.4%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.3% | +2.5% | +0.4% |
| 7D | +15.5% | -0.3% | +15.9% | +15.7% |
| 30D | -19.6% | +15.3% | -34.8% | -24.0% |
| 3M | -28.5% | -5.4% | -23.1% | -27.6% |
| 6M | -39.5% | +10.0% | -49.5% | -42.7% |
| YTD | +37.2% | -14.7% | +51.9% | +40.6% |
| 1Y | +35.4% | -9.7% | +45.1% | +35.4% |
| 3Y | +359.7% | +35.8% | +323.9% | +273.8% |
| 5Y | +244.0% | +80.9% | +163.1% | +136.7% |
| All | +554.2% | +1,100.6% | -546.4% | +138.2% |
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