+109.3%
ARKK vs GGLL
+328.4%
-219.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.1% |
| 7D | +3.6% | +1.9% | +1.7% | +2.9% |
| 30D | +8.4% | -9.7% | +18.1% | +12.1% |
| 3M | +13.4% | -18.0% | +31.5% | +19.2% |
| 6M | +18.9% | +15.3% | +3.6% | +7.3% |
| YTD | +11.9% | +2.2% | +9.7% | +5.0% |
| 1Y | +13.1% | +73.1% | -60.0% | -15.7% |
| 3Y | +97.1% | +242.7% | -145.6% | -3.0% |
| All | +109.3% | +328.4% | -219.1% | -13.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling