+94.1%
ARKK vs GGLL
+157.4%
-63.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -2.2% |
| 7D | -4.0% | +5.1% | -9.1% | -5.3% |
| 30D | -14.0% | -35.5% | +21.5% | -3.3% |
| 3M | -4.2% | -39.2% | +35.0% | +9.2% |
| 6M | -2.6% | -54.4% | +51.8% | +19.4% |
| YTD | +0.2% | -29.8% | +30.1% | +4.6% |
| 1Y | -6.9% | -20.4% | +13.5% | -7.5% |
| 3Y | +94.1% | +149.7% | -55.7% | +32.9% |
| All | +94.1% | +157.4% | -63.3% | +32.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling