-37.0%
OPEN vs GAP
+77.2%
-114.2%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -1.2% | -5.9% | -6.6% |
| 7D | -24.7% | -0.1% | -24.6% | -24.0% |
| 30D | -41.0% | -5.4% | -35.6% | -38.9% |
| 3M | -62.4% | +2.9% | -65.3% | -62.8% |
| 6M | -73.9% | -4.4% | -69.4% | -73.6% |
| YTD | -77.5% | -11.6% | -65.9% | -76.7% |
| 1Y | -83.6% | -6.0% | -77.5% | -83.4% |
| 3Y | -37.0% | +78.0% | -115.0% | -46.3% |
| All | -37.0% | +77.2% | -114.2% | -46.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling