+902.3%
GLW vs ARES
+1,196.0%
-293.7%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | -1.0% | +6.7% | +6.0% |
| 7D | +3.8% | -1.7% | +5.4% | +4.3% |
| 30D | -1.3% | +0.3% | -1.6% | -1.8% |
| 3M | -21.8% | +8.5% | -30.3% | -24.7% |
| 6M | +6.9% | +23.5% | -16.6% | -2.4% |
| YTD | +77.2% | -11.2% | +88.4% | +79.3% |
| 1Y | +123.2% | -19.3% | +142.5% | +132.8% |
| 3Y | +400.0% | +48.7% | +351.3% | +307.3% |
| 5Y | +342.8% | +106.5% | +236.3% | +209.1% |
| 10Y | +771.4% | +1,055.3% | -283.9% | +273.9% |
| All | +902.3% | +1,196.0% | -293.7% | +301.1% |
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