+261.1%
GLD vs ARKK
+367.9%
-106.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.2% | -0.8% |
| 7D | -0.5% | +1.9% | -2.4% | -0.6% |
| 30D | +4.4% | +13.2% | -8.8% | +3.9% |
| 3M | -1.1% | +7.7% | -8.8% | -1.4% |
| 6M | -13.8% | +15.1% | -28.9% | -14.3% |
| YTD | +2.6% | +12.1% | -9.5% | +2.0% |
| 1Y | +24.5% | +14.9% | +9.6% | +23.7% |
| 3Y | +125.8% | +99.3% | +26.5% | +120.9% |
| 5Y | +137.8% | -29.9% | +167.7% | +135.0% |
| 10Y | +221.4% | +351.6% | -130.2% | +248.4% |
| All | +261.1% | +367.9% | -106.8% | +299.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling