+139.3%
GS vs ARES
+83.4%
+56.0%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | -3.2% | +4.5% | -7.8% | -5.1% |
| 30D | -2.4% | +15.7% | -18.2% | -8.6% |
| 3M | -15.7% | -2.0% | -13.7% | -15.3% |
| 6M | -6.8% | +10.4% | -17.2% | -11.7% |
| YTD | -0.1% | -14.2% | +14.2% | +4.4% |
| 1Y | +12.1% | -7.8% | +19.9% | +12.9% |
| 3Y | +185.8% | +41.4% | +144.4% | +136.1% |
| All | +139.3% | +83.4% | +56.0% | +66.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling