-50.9%
OPEN vs GAP
-8.8%
-42.1%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.6% | +2.3% | 0.0% |
| 7D | -2.9% | -3.2% | +0.3% | -1.4% |
| 30D | -13.8% | -0.7% | -13.1% | -14.2% |
| 3M | -30.9% | -0.5% | -30.4% | -31.6% |
| 6M | -40.9% | -5.0% | -36.0% | -41.7% |
| YTD | -48.5% | -14.7% | -33.9% | -47.1% |
| 1Y | -50.9% | -8.6% | -42.3% | -47.1% |
| All | -50.9% | -8.8% | -42.1% | -47.1% |
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