+339.2%
GLW vs ARES
+37.5%
+301.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.0% | -5.3% | -4.6% |
| 7D | +7.7% | +0.5% | +7.3% | +7.6% |
| 30D | -18.8% | +19.7% | -38.5% | -22.7% |
| 3M | -27.7% | -9.0% | -18.8% | -26.2% |
| 6M | -44.4% | +11.5% | -56.0% | -46.5% |
| YTD | +31.3% | -13.8% | +45.1% | +35.5% |
| 1Y | +40.0% | -5.6% | +45.6% | +39.5% |
| 3Y | +339.2% | +36.1% | +303.1% | +317.2% |
| All | +339.2% | +37.5% | +301.7% | +317.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling