-84.0%
OPEN vs GAP
+9.0%
-93.0%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.4% |
| 7D | -4.3% | -4.5% | +0.2% | -1.9% |
| 30D | -16.2% | +9.0% | -25.3% | -21.0% |
| 3M | -36.4% | +5.0% | -41.4% | -39.1% |
| 6M | -35.5% | -17.8% | -17.6% | -30.8% |
| YTD | -46.0% | -10.4% | -35.6% | -44.9% |
| 1Y | -47.1% | -3.4% | -43.8% | -48.1% |
| 3Y | -19.0% | +111.5% | -130.5% | -58.1% |
| All | -84.0% | +9.0% | -93.0% | -91.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling