-41.7%
GLW vs ARES
+11.5%
-53.2%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.1% | +8.5% | +7.5% |
| 7D | +1.4% | +0.8% | +0.7% | +1.3% |
| 30D | -18.2% | +16.7% | -34.9% | -18.2% |
| 3M | -24.2% | -2.6% | -21.6% | -24.6% |
| 6M | -41.7% | +13.0% | -54.7% | -40.0% |
| All | -41.7% | +11.5% | -53.2% | -40.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling