+101.2%
ARKK vs GLDM
+242.2%
-140.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLDM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | +0.4% |
| 7D | +3.6% | +0.7% | +2.9% | +3.4% |
| 30D | +8.4% | +0.3% | +8.0% | +8.4% |
| 3M | +13.4% | +0.7% | +12.7% | +13.2% |
| 6M | +18.9% | -15.4% | +34.3% | +24.8% |
| YTD | +11.9% | +1.0% | +10.9% | +11.8% |
| 1Y | +13.1% | +19.7% | -6.7% | +8.0% |
| 3Y | +97.1% | +126.5% | -29.4% | +52.5% |
| 5Y | -27.8% | +142.5% | -170.3% | -46.5% |
| All | +101.2% | +242.2% | -140.9% | +55.5% |
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