+589.4%
GLW vs ARES
+1,152.0%
-562.6%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.4% | +2.5% |
| 7D | -13.9% | +4.5% | -18.5% | -15.3% |
| 30D | -35.0% | +15.7% | -50.7% | -38.4% |
| 3M | -32.4% | -2.0% | -30.3% | -32.4% |
| 6M | -41.3% | +10.4% | -51.8% | -44.2% |
| YTD | +21.8% | -14.2% | +36.1% | +24.2% |
| 1Y | +21.8% | -7.8% | +29.6% | +20.9% |
| 3Y | +307.7% | +41.4% | +266.3% | +237.3% |
| 5Y | +213.7% | +83.7% | +130.0% | +127.6% |
| 10Y | +509.3% | +1,204.1% | -694.8% | +158.4% |
| All | +589.4% | +1,152.0% | -562.6% | +178.0% |
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 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