+87.5%
ARKK vs GGLL
+194.0%
-106.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.6% | -1.8% | -2.2% |
| 7D | -4.0% | +5.1% | -9.1% | -5.6% |
| 30D | -14.0% | -35.5% | +21.5% | -1.4% |
| 3M | -4.2% | -39.2% | +35.0% | +11.6% |
| 6M | -2.6% | -54.4% | +51.8% | +23.4% |
| YTD | +0.2% | -29.8% | +30.1% | +5.1% |
| 1Y | -6.9% | -20.4% | +13.5% | -7.9% |
| 3Y | +94.1% | +149.7% | -55.7% | +4.2% |
| All | +87.5% | +194.0% | -106.6% | -13.1% |
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