+478.5%
GS vs ARES
+1,313.3%
-834.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +4.2% | +0.5% | +2.8% |
| 7D | +0.8% | +5.0% | -4.1% | -1.3% |
| 30D | +1.2% | +19.1% | -17.9% | -6.5% |
| 3M | -12.4% | +3.1% | -15.5% | -13.9% |
| 6M | -2.3% | +12.9% | -15.2% | -8.4% |
| YTD | +4.6% | -10.7% | +15.3% | +7.0% |
| 1Y | +17.5% | -5.5% | +23.1% | +16.9% |
| 3Y | +202.0% | +45.0% | +157.0% | +143.7% |
| 5Y | +152.4% | +87.4% | +65.0% | +74.8% |
| 10Y | +478.5% | +1,267.4% | -788.9% | +98.6% |
| All | +478.5% | +1,313.3% | -834.8% | +98.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling