+368.8%
ARKK vs GD
+231.1%
+137.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.8% | +0.7% | -0.1% |
| 7D | +1.9% | -5.3% | +7.2% | +4.9% |
| 30D | +13.2% | -6.4% | +19.6% | +17.1% |
| 3M | +7.7% | +5.7% | +2.0% | +3.8% |
| 6M | +15.1% | -0.9% | +16.0% | +14.7% |
| YTD | +12.1% | +8.2% | +3.9% | +6.3% |
| 1Y | +14.9% | +13.4% | +1.5% | +6.4% |
| 3Y | +99.3% | +68.5% | +30.8% | +46.9% |
| 5Y | -29.9% | +97.2% | -127.1% | -52.7% |
| 10Y | +351.6% | +190.2% | +161.4% | +136.7% |
| All | +368.8% | +231.1% | +137.7% | +128.0% |
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