+293.0%
ARKK vs GPC
+74.9%
+218.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.2% |
| 7D | -0.6% | +0.4% | -1.1% | -0.8% |
| 30D | -11.2% | -6.3% | -4.9% | -8.9% |
| 3M | -9.2% | -8.2% | -1.0% | -6.2% |
| 6M | -3.9% | +27.1% | -31.0% | -15.4% |
| YTD | -2.5% | +3.1% | -5.6% | -7.1% |
| 1Y | -2.7% | +0.1% | -2.8% | -6.1% |
| 3Y | +87.9% | +0.2% | +87.7% | +74.6% |
| 5Y | -35.7% | +4.9% | -40.5% | -41.1% |
| All | +293.0% | +74.9% | +218.2% | +179.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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