+331.8%
ARKK vs GSK
+80.1%
+251.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -3.1% | -3.5% | +0.5% | -1.9% |
| 30D | +2.7% | -3.4% | +6.2% | +3.9% |
| 3M | +10.8% | -8.1% | +18.9% | +13.6% |
| 6M | +14.4% | -11.1% | +25.5% | +18.6% |
| YTD | +8.7% | +0.7% | +7.9% | +6.8% |
| 1Y | +6.7% | +20.1% | -13.4% | -2.7% |
| 3Y | +87.4% | +46.1% | +41.3% | +50.9% |
| 5Y | -29.5% | +48.2% | -77.7% | -45.3% |
| All | +331.8% | +80.1% | +251.7% | +211.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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