+90.8%
ARKK vs GGLL
+206.6%
-115.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.3% | -2.5% | +0.3% |
| 7D | -2.4% | +2.9% | -5.3% | -3.2% |
| 30D | -10.8% | -33.1% | +22.3% | +0.9% |
| 3M | -2.6% | -31.2% | +28.5% | +8.7% |
| 6M | -1.9% | -49.4% | +47.4% | +19.6% |
| YTD | +2.0% | -26.8% | +28.9% | +5.4% |
| 1Y | -4.4% | -17.7% | +13.3% | -6.4% |
| 3Y | +97.5% | +160.4% | -62.9% | +4.5% |
| All | +90.8% | +206.6% | -115.8% | -12.9% |
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