-21.4%
GIS vs OPEN
-70.7%
+49.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OPEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.6% | -3.1% | -2.5% |
| 7D | -7.8% | -4.3% | -3.6% | -7.9% |
| 30D | +6.6% | -16.2% | +22.8% | +6.4% |
| 3M | +21.0% | -36.4% | +57.3% | +20.6% |
| 6M | -9.1% | -35.5% | +26.4% | -9.3% |
| YTD | -13.6% | -46.0% | +32.4% | -13.9% |
| 1Y | -18.0% | -47.1% | +29.1% | -18.1% |
| 3Y | -33.7% | -19.0% | -14.6% | -32.5% |
| 5Y | -19.4% | -83.6% | +64.1% | -19.6% |
| All | -21.4% | -70.7% | +49.3% | -25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside OPEN.
Daily Out/Under-Performance
Portfolio return minus OPEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OPEN 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 OPEN 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