+156.7%
ARKK vs GEHC
+4.1%
+152.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.4% | +0.6% | -0.7% |
| 7D | +1.4% | -7.6% | +9.0% | +5.1% |
| 30D | +5.1% | -10.7% | +15.8% | +10.6% |
| 3M | +12.7% | -1.2% | +14.0% | +12.1% |
| 6M | +13.8% | -13.7% | +27.6% | +20.5% |
| YTD | +9.9% | -20.4% | +30.4% | +20.6% |
| 1Y | +10.4% | -17.0% | +27.5% | +18.0% |
| 3Y | +93.6% | +0.9% | +92.7% | +85.1% |
| All | +156.7% | +4.1% | +152.6% | +135.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GEHC.
Daily Out/Under-Performance
Portfolio return minus GEHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEHC 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 GEHC 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