+124.5%
GLD vs ARKK
+95.6%
+28.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.6% | -1.7% |
| 7D | +0.7% | +3.6% | -2.9% | +0.4% |
| 30D | +0.3% | +8.4% | -8.1% | -0.5% |
| 3M | +0.6% | +13.4% | -12.8% | -0.7% |
| 6M | -15.6% | +18.9% | -34.5% | -17.0% |
| YTD | +0.9% | +11.9% | -11.0% | -0.6% |
| 1Y | +19.4% | +13.1% | +6.3% | +17.7% |
| 3Y | +124.5% | +97.1% | +27.4% | +117.1% |
| All | +124.5% | +95.6% | +28.8% | +117.1% |
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