+308.8%
ARKK vs GD
+180.8%
+128.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.5% | -3.9% | -3.2% |
| 7D | -4.0% | -1.9% | -2.1% | -3.0% |
| 30D | -14.0% | +10.9% | -24.9% | -18.7% |
| 3M | -4.2% | -6.8% | +2.6% | -0.9% |
| 6M | -2.6% | +7.0% | -9.6% | -7.0% |
| YTD | +0.2% | +11.1% | -10.9% | -6.6% |
| 1Y | -6.9% | +7.0% | -14.0% | -11.4% |
| 3Y | +94.1% | +59.9% | +34.1% | +47.2% |
| 5Y | -32.7% | +102.5% | -135.2% | -55.5% |
| 10Y | +308.8% | +174.0% | +134.8% | +141.3% |
| All | +308.8% | +180.8% | +128.0% | +141.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD 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 GD 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