+285.7%
GDXJ vs ARKK
+89.0%
+196.7%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.6% | +0.4% | +0.8% |
| 7D | -2.8% | -3.1% | +0.3% | -1.5% |
| 30D | +5.0% | +2.7% | +2.2% | +4.0% |
| 3M | +24.1% | +10.8% | +13.3% | +19.5% |
| 6M | -7.4% | +14.4% | -21.7% | -11.2% |
| YTD | +10.2% | +8.7% | +1.6% | +7.2% |
| 1Y | +42.5% | +6.7% | +35.8% | +39.3% |
| 3Y | +285.7% | +87.4% | +198.3% | +218.6% |
| All | +285.7% | +89.0% | +196.7% | +218.6% |
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