+244.9%
GS vs ARKK
+100.8%
+144.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.1% | +0.6% |
| 7D | +0.9% | +1.9% | -1.0% | 0.0% |
| 30D | -1.6% | +13.2% | -14.8% | -7.4% |
| 3M | -4.5% | +7.7% | -12.2% | -8.1% |
| 6M | +20.9% | +15.1% | +5.8% | +12.3% |
| YTD | +19.9% | +12.1% | +7.8% | +12.5% |
| 1Y | +41.4% | +14.9% | +26.5% | +29.7% |
| All | +244.9% | +100.8% | +144.1% | +142.2% |
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 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