+102.0%
ARKK vs GGLL
+313.5%
-211.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.1% | -2.9% | -2.2% |
| 7D | -4.7% | -5.8% | +1.1% | -2.7% |
| 30D | +3.1% | -7.2% | +10.3% | +5.7% |
| 3M | +13.8% | -17.5% | +31.3% | +19.2% |
| 6M | +14.0% | +5.1% | +8.9% | +6.4% |
| YTD | +8.0% | -1.3% | +9.3% | +2.5% |
| 1Y | +9.9% | +60.2% | -50.3% | -15.6% |
| 3Y | +90.2% | +230.8% | -140.7% | -5.3% |
| All | +102.0% | +313.5% | -211.6% | -15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 10y: compounded portfolio wealth divided by compounded GGLL 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…
10y analysis · Full analysis span regression · 6 months rolling