+359.8%
ARKK vs GME
+153.2%
+206.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +5.3% | -7.1% | -2.2% |
| 7D | +1.4% | +4.8% | -3.4% | +1.0% |
| 30D | +5.1% | +5.9% | -0.7% | +4.6% |
| 3M | +12.7% | -10.7% | +23.5% | +13.6% |
| 6M | +13.8% | -19.8% | +33.6% | +15.6% |
| YTD | +9.9% | -0.9% | +10.9% | +9.7% |
| 1Y | +10.4% | -15.7% | +26.1% | +11.5% |
| 3Y | +93.6% | +12.3% | +81.3% | +77.0% |
| 5Y | -29.4% | -60.1% | +30.7% | -33.1% |
| 10Y | +336.9% | +265.3% | +71.5% | +142.2% |
| All | +359.8% | +153.2% | +206.6% | +161.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling