+310.3%
ARKK vs GD
+227.7%
+82.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.6% | +3.8% | +3.5% |
| 7D | -6.6% | -5.0% | -1.6% | -4.0% |
| 30D | -14.5% | +8.9% | -23.5% | -18.5% |
| 3M | -0.4% | -8.0% | +7.7% | +3.7% |
| 6M | -5.2% | +2.9% | -8.1% | -7.6% |
| YTD | -1.9% | +7.1% | -9.0% | -6.8% |
| 1Y | -6.7% | +5.9% | -12.7% | -10.8% |
| 3Y | +89.7% | +53.9% | +35.9% | +47.2% |
| 5Y | -37.3% | +95.4% | -132.7% | -57.6% |
| 10Y | +324.8% | +193.5% | +131.3% | +120.6% |
| All | +310.3% | +227.7% | +82.6% | +99.9% |
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