-29.4%
ARKK vs GFS
-2.1%
-27.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.9% | -3.7% | -2.6% |
| 7D | +1.4% | +4.5% | -3.1% | -0.6% |
| 30D | +5.1% | -8.2% | +13.3% | +8.9% |
| 3M | +12.7% | -38.9% | +51.6% | +38.0% |
| 6M | +13.8% | -2.9% | +16.7% | +6.9% |
| YTD | +9.9% | +31.8% | -21.8% | -14.3% |
| 1Y | +10.4% | +43.1% | -32.7% | -18.1% |
| 3Y | +93.6% | -20.6% | +114.2% | +86.4% |
| All | -29.4% | -2.1% | -27.3% | -38.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling