+104.1%
GLD vs ARKK
-35.9%
+139.9%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.1% | +0.3% |
| 7D | -4.6% | -0.6% | -4.0% | -4.5% |
| 30D | -5.5% | -11.2% | +5.8% | -4.8% |
| 3M | -10.9% | -9.2% | -1.7% | -10.4% |
| 6M | -17.4% | -3.9% | -13.5% | -17.2% |
| YTD | -10.3% | -2.5% | -7.8% | -10.3% |
| 1Y | -7.2% | -2.7% | -4.4% | -7.1% |
| 3Y | +96.9% | +87.9% | +9.0% | +93.1% |
| All | +104.1% | -35.9% | +139.9% | +98.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling