+542.4%
GLW vs ARES
+1,313.3%
-770.9%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +4.2% | +5.1% | +7.7% |
| 7D | -5.9% | +5.0% | -10.9% | -7.6% |
| 30D | -26.0% | +19.1% | -45.1% | -30.9% |
| 3M | -29.9% | +3.1% | -33.0% | -31.2% |
| 6M | -37.8% | +12.9% | -50.6% | -41.6% |
| YTD | +33.1% | -10.7% | +43.8% | +34.1% |
| 1Y | +36.8% | -5.5% | +42.4% | +34.7% |
| 3Y | +356.1% | +45.0% | +311.1% | +262.7% |
| 5Y | +243.8% | +87.4% | +156.4% | +134.7% |
| 10Y | +542.4% | +1,267.4% | -725.0% | +135.8% |
| All | +542.4% | +1,313.3% | -770.9% | +135.8% |
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