+96.6%
GLD vs ARKK
+94.3%
+2.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.5% | -0.3% | -2.5% |
| 7D | -5.5% | +4.6% | -10.1% | -6.0% |
| 30D | -7.0% | -12.2% | +5.2% | -5.6% |
| 3M | -12.4% | -6.0% | -6.4% | -11.7% |
| 6M | -18.0% | -2.2% | -15.8% | -17.9% |
| YTD | -10.5% | -0.5% | -9.9% | -10.7% |
| 1Y | -8.1% | -6.0% | -2.1% | -8.1% |
| All | +96.6% | +94.3% | +2.3% | +85.1% |
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