+368.0%
ARKK vs GAP
-13.0%
+381.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | +0.1% | -0.1% |
| 7D | +3.6% | +1.7% | +1.9% | +3.2% |
| 30D | +8.4% | +9.3% | -1.0% | +5.3% |
| 3M | +13.4% | +6.1% | +7.3% | +10.8% |
| 6M | +18.9% | -2.3% | +21.2% | +17.6% |
| YTD | +11.9% | -10.6% | +22.5% | +12.6% |
| 1Y | +13.1% | -4.4% | +17.5% | +11.2% |
| 3Y | +97.1% | +118.3% | -21.2% | +46.3% |
| 5Y | -27.8% | +12.2% | -40.0% | -40.8% |
| 10Y | +338.5% | +33.7% | +304.7% | +199.4% |
| All | +368.0% | -13.0% | +381.1% | +244.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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