+331.8%
ARKK vs GPC
+86.4%
+245.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +0.8% |
| 7D | -3.1% | -3.2% | +0.1% | -1.7% |
| 30D | +2.7% | +0.5% | +2.2% | +2.4% |
| 3M | +10.8% | +31.7% | -21.0% | -3.4% |
| 6M | +14.4% | +24.7% | -10.3% | +2.0% |
| YTD | +8.7% | +11.8% | -3.1% | +0.4% |
| 1Y | +6.7% | -3.0% | +9.7% | +5.3% |
| 3Y | +87.4% | -1.1% | +88.5% | +76.5% |
| 5Y | -29.5% | +30.5% | -60.0% | -41.0% |
| All | +331.8% | +86.4% | +245.4% | +198.6% |
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