+344.5%
ARKK vs GDDY
+390.3%
-45.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.1% | -0.2% |
| 7D | -3.1% | -3.2% | +0.1% | -1.9% |
| 30D | +2.7% | +6.8% | -4.1% | -1.3% |
| 3M | +10.8% | +30.5% | -19.7% | -5.9% |
| 6M | +14.4% | +13.3% | +1.1% | +2.4% |
| YTD | +8.7% | -21.0% | +29.6% | +14.9% |
| 1Y | +6.7% | -34.0% | +40.7% | +23.8% |
| 3Y | +87.4% | +33.1% | +54.3% | +46.8% |
| 5Y | -29.5% | +30.3% | -59.8% | -42.6% |
| 10Y | +331.8% | +205.5% | +126.3% | +192.9% |
| All | +344.5% | +390.3% | -45.8% | +202.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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