+682.5%
GLW vs ARES
+1,188.6%
-506.1%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -1.1% | +8.5% | +7.8% |
| 7D | +1.4% | +0.8% | +0.7% | +1.3% |
| 30D | -18.2% | +16.7% | -34.9% | -22.6% |
| 3M | -24.2% | -2.6% | -21.6% | -24.0% |
| 6M | -41.7% | +13.0% | -54.7% | -44.9% |
| YTD | +38.3% | -11.7% | +50.0% | +39.8% |
| 1Y | +38.2% | -6.7% | +44.9% | +36.8% |
| 3Y | +363.4% | +40.5% | +322.9% | +284.8% |
| 5Y | +254.6% | +88.2% | +166.3% | +155.4% |
| 10Y | +562.0% | +1,131.0% | -569.0% | +181.6% |
| All | +682.5% | +1,188.6% | -506.1% | +212.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling