+650.5%
GS vs ARKK
+337.1%
+313.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.0% | -0.1% |
| 7D | +2.4% | +1.4% | +1.0% | +1.9% |
| 30D | -0.1% | +5.1% | -5.2% | -2.1% |
| 3M | +0.2% | +12.7% | -12.6% | -4.5% |
| 6M | +24.8% | +13.8% | +11.0% | +18.2% |
| YTD | +18.8% | +9.9% | +8.8% | +13.8% |
| 1Y | +37.3% | +10.4% | +26.9% | +30.5% |
| 3Y | +237.9% | +93.6% | +144.3% | +155.0% |
| 5Y | +187.0% | -29.4% | +216.4% | +201.1% |
| 10Y | +650.5% | +336.9% | +313.7% | +179.0% |
| All | +650.5% | +337.1% | +313.4% | +179.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling