-80.1%
OPEN vs FGI
-70.3%
-9.8%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | 0.0% | -9.6% | -9.6% |
| 7D | -5.8% | -11.6% | +5.8% | -5.5% |
| 30D | -21.1% | -3.3% | -17.9% | -21.1% |
| 3M | -52.4% | +65.6% | -118.0% | -54.0% |
| 6M | -65.8% | -2.8% | -63.0% | -66.5% |
| YTD | -69.3% | +30.1% | -99.4% | -70.6% |
| 1Y | -75.2% | +50.2% | -125.4% | -76.4% |
| 3Y | -14.4% | -0.4% | -13.9% | -18.9% |
| All | -80.1% | -70.3% | -9.8% | -79.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 5y: compounded portfolio wealth divided by compounded FGI 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…
5y analysis · Full analysis span regression · 6 months rolling