-72.2%
OPEN vs GAP
+150.7%
-223.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.6% | +2.3% | -0.3% |
| 7D | -2.9% | -3.2% | +0.3% | -1.6% |
| 30D | -13.8% | -0.7% | -13.1% | -14.3% |
| 3M | -30.9% | -0.5% | -30.4% | -31.7% |
| 6M | -40.9% | -5.0% | -36.0% | -40.9% |
| YTD | -48.5% | -14.7% | -33.9% | -46.4% |
| 1Y | -50.9% | -8.6% | -42.3% | -50.1% |
| 3Y | -20.6% | +108.4% | -129.0% | -48.9% |
| 5Y | -84.2% | +5.8% | -89.9% | -89.1% |
| All | -72.2% | +150.7% | -223.0% | -80.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling