+329.4%
ARKK vs GD
+235.1%
+94.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.3% | +2.4% | +3.5% |
| 7D | 0.0% | -3.0% | +3.1% | +1.7% |
| 30D | -11.9% | +9.3% | -21.2% | -16.1% |
| 3M | -0.6% | -7.2% | +6.6% | +3.0% |
| 6M | -0.2% | +5.5% | -5.6% | -3.9% |
| YTD | +2.7% | +9.5% | -6.8% | -3.5% |
| 1Y | -2.2% | +6.4% | -8.6% | -6.6% |
| 3Y | +102.0% | +59.8% | +42.2% | +53.7% |
| 5Y | -33.4% | +98.0% | -131.4% | -55.3% |
| 10Y | +327.1% | +177.4% | +149.7% | +128.5% |
| All | +329.4% | +235.1% | +94.3% | +106.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling