-30.2%
ARKK vs GFS
0.0%
-30.2%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.2% | -1.5% | -0.4% |
| 7D | -3.1% | +3.8% | -6.9% | -4.8% |
| 30D | +2.7% | -11.7% | +14.4% | +8.4% |
| 3M | +10.8% | -41.8% | +52.5% | +38.9% |
| 6M | +14.4% | +6.6% | +7.7% | +2.7% |
| YTD | +8.7% | +34.6% | -26.0% | -16.1% |
| 1Y | +6.7% | +46.2% | -39.4% | -21.6% |
| 3Y | +87.4% | -20.3% | +107.7% | +80.4% |
| All | -30.2% | 0.0% | -30.2% | -40.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 5y: compounded portfolio wealth divided by compounded GFS 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…
5y analysis · Full analysis span regression · 6 months rolling