+331.8%
ARKK vs GME
+285.6%
+46.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.7% | -3.1% | +0.3% |
| 7D | -3.1% | +10.4% | -13.4% | -3.8% |
| 30D | +2.7% | +14.1% | -11.4% | +1.7% |
| 3M | +10.8% | -4.6% | +15.4% | +11.0% |
| 6M | +14.4% | -13.5% | +27.9% | +15.4% |
| YTD | +8.7% | +5.3% | +3.3% | +7.9% |
| 1Y | +6.7% | -14.9% | +21.6% | +7.7% |
| 3Y | +87.4% | +24.3% | +63.1% | +70.5% |
| 5Y | -29.5% | -55.6% | +26.1% | -33.6% |
| All | +331.8% | +285.6% | +46.2% | +152.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME 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 GME 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