-71.4%
OPEN vs GAP
+10.4%
-81.8%
-81.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.8% | +8.0% | +5.8% | +9.9% |
| 7D | +3.7% | +8.0% | -4.3% | +0.1% |
| 30D | -14.3% | +2.7% | -17.0% | -15.1% |
| 3M | -51.9% | +16.0% | -68.0% | -55.5% |
| 6M | -61.4% | +2.0% | -63.4% | -62.3% |
| YTD | -66.0% | -4.4% | -61.6% | -67.5% |
| 1Y | -71.4% | +9.2% | -80.6% | -77.4% |
| All | -71.4% | +10.4% | -81.8% | -77.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 1y: compounded portfolio wealth divided by compounded GAP 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…
1y analysis · Full analysis span regression · 6 months rolling