+109.6%
ARKK vs GGLL
+328.7%
-219.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.3% | +1.3% | -0.2% |
| 7D | +1.9% | -4.8% | +6.7% | +3.7% |
| 30D | +13.2% | -13.7% | +26.9% | +18.9% |
| 3M | +7.7% | -21.9% | +29.5% | +15.3% |
| 6M | +15.1% | +11.7% | +3.4% | +5.1% |
| YTD | +12.1% | +2.3% | +9.8% | +5.1% |
| 1Y | +14.9% | +76.2% | -61.2% | -15.0% |
| 3Y | +99.3% | +245.0% | -145.7% | -2.3% |
| All | +109.6% | +328.7% | -219.0% | -13.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling