+78.9%
ARKK vs GLDM
+204.0%
-125.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.8% | +0.3% | -1.5% |
| 7D | +4.6% | -5.5% | +10.1% | +6.7% |
| 30D | -12.2% | -7.0% | -5.2% | -9.9% |
| 3M | -6.0% | -12.3% | +6.3% | -1.4% |
| 6M | -2.2% | -17.9% | +15.7% | +4.6% |
| YTD | -0.5% | -10.3% | +9.7% | +3.6% |
| 1Y | -6.0% | -7.8% | +1.8% | -2.8% |
| 3Y | +92.5% | +99.5% | -6.9% | +56.0% |
| 5Y | -34.4% | +106.5% | -140.8% | -48.5% |
| All | +78.9% | +204.0% | -125.1% | +44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GLDM.
Daily Out/Under-Performance
Portfolio return minus GLDM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLDM 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 10y: compounded portfolio wealth divided by compounded GLDM 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…
10y analysis · Full analysis span regression · 6 months rolling