+591.8%
GS vs ARKK
+367.9%
+223.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARKK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.1% | +0.5% |
| 7D | +0.9% | +1.9% | -1.0% | +0.2% |
| 30D | -1.6% | +13.2% | -14.8% | -6.4% |
| 3M | -4.5% | +7.7% | -12.2% | -7.5% |
| 6M | +20.9% | +15.1% | +5.8% | +13.8% |
| YTD | +19.9% | +12.1% | +7.8% | +13.9% |
| 1Y | +41.4% | +14.9% | +26.5% | +32.1% |
| 3Y | +239.2% | +99.3% | +139.9% | +150.5% |
| 5Y | +185.0% | -29.9% | +215.0% | +200.7% |
| 10Y | +655.0% | +351.6% | +303.3% | +146.0% |
| All | +591.8% | +367.9% | +223.9% | +111.6% |
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