+249.6%
GDX vs ARKK
+89.0%
+160.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.5% | +0.9% |
| 7D | -2.2% | -3.1% | +0.9% | -1.1% |
| 30D | +6.8% | +2.7% | +4.0% | +5.9% |
| 3M | +24.9% | +10.8% | +14.2% | +21.1% |
| 6M | -4.2% | +14.4% | -18.6% | -7.6% |
| YTD | +13.2% | +8.7% | +4.6% | +10.4% |
| 1Y | +40.2% | +6.7% | +33.5% | +37.1% |
| 3Y | +249.6% | +87.4% | +162.2% | +201.2% |
| All | +249.6% | +89.0% | +160.6% | +201.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ARKK.
Daily Out/Under-Performance
Portfolio return minus ARKK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARKK 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 3y: compounded portfolio wealth divided by compounded ARKK 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…
3y analysis · Full analysis span regression · 6 months rolling