+339.2%
GLW vs ARKK
+90.5%
+248.8%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.0% | -2.3% | -3.3% |
| 7D | +7.7% | -0.6% | +8.4% | +8.3% |
| 30D | -18.8% | -11.2% | -7.6% | -13.4% |
| 3M | -27.7% | -9.2% | -18.5% | -24.1% |
| 6M | -44.4% | -3.9% | -40.5% | -42.8% |
| YTD | +31.3% | -2.5% | +33.8% | +33.7% |
| 1Y | +40.0% | -2.7% | +42.8% | +42.8% |
| 3Y | +339.2% | +87.9% | +251.3% | +258.3% |
| All | +339.2% | +90.5% | +248.8% | +258.3% |
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 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