+851.8%
GLW vs ARES
+979.8%
-128.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.2% | +1.7% |
| 7D | +7.8% | -6.1% | +13.9% | +10.3% |
| 30D | -0.4% | -7.5% | +7.1% | +2.0% |
| 3M | -5.6% | +0.1% | -5.7% | -6.8% |
| 6M | +26.7% | +30.3% | -3.5% | +12.1% |
| YTD | +91.0% | -16.6% | +107.7% | +98.0% |
| 1Y | +122.4% | -26.1% | +148.5% | +140.7% |
| 3Y | +471.0% | +36.4% | +434.6% | +367.5% |
| 5Y | +385.6% | +95.0% | +290.7% | +228.8% |
| All | +851.8% | +979.8% | -128.0% | +276.8% |
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