+596.6%
GS vs ARES
+1,149.6%
-553.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.3% | -4.1% | -5.4% |
| 7D | -6.3% | +4.9% | -11.2% | -8.1% |
| 30D | -3.1% | +13.6% | -16.7% | -8.1% |
| 3M | -17.7% | -3.3% | -14.3% | -16.8% |
| 6M | -4.6% | +11.0% | -15.6% | -9.3% |
| YTD | +0.3% | -14.4% | +14.7% | +4.1% |
| 1Y | +11.7% | -9.1% | +20.9% | +13.0% |
| 3Y | +183.6% | +37.1% | +146.5% | +141.0% |
| 5Y | +141.0% | +83.3% | +57.6% | +77.4% |
| 10Y | +507.4% | +1,201.6% | -694.1% | +151.2% |
| All | +596.6% | +1,149.6% | -553.0% | +175.9% |
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