+503.6%
GS vs ARKK
+328.6%
+175.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +4.7% | 0.0% | +2.8% |
| 7D | +0.8% | 0.0% | +0.8% | +0.8% |
| 30D | +1.2% | -11.9% | +13.1% | +6.2% |
| 3M | -12.4% | -0.6% | -11.8% | -12.6% |
| 6M | -2.3% | -0.2% | -2.2% | -2.8% |
| YTD | +4.6% | +2.7% | +1.9% | +2.5% |
| 1Y | +17.5% | -2.2% | +19.7% | +17.2% |
| 3Y | +202.0% | +102.0% | +100.0% | +122.5% |
| 5Y | +152.4% | -33.4% | +185.8% | +170.7% |
| 10Y | +478.5% | +327.1% | +151.5% | +91.4% |
| All | +503.6% | +328.6% | +175.0% | +90.5% |
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