-2.7%
ARKK vs GGLL
-11.0%
+8.3%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -1.5% |
| 7D | -0.6% | +7.7% | -8.3% | -2.3% |
| 30D | -11.2% | -30.2% | +19.0% | -4.8% |
| 3M | -9.2% | -31.3% | +22.1% | -2.5% |
| 6M | -3.9% | -52.1% | +48.2% | +12.2% |
| YTD | -2.5% | -25.9% | +23.3% | -2.8% |
| 1Y | -2.7% | -8.5% | +5.7% | -8.3% |
| All | -2.7% | -11.0% | +8.3% | -8.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling