-87.4%
OPEN vs GAP
+154.6%
-242.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.0% | +6.2% | +5.1% |
| 7D | -31.1% | -9.3% | -21.7% | -27.6% |
| 30D | -34.7% | -5.5% | -29.2% | -32.3% |
| 3M | -61.9% | +3.5% | -65.4% | -62.5% |
| 6M | -71.9% | +0.7% | -72.5% | -72.3% |
| YTD | -76.6% | -13.4% | -63.2% | -75.6% |
| 1Y | -83.9% | -7.7% | -76.3% | -83.7% |
| 3Y | -34.4% | +74.4% | -108.8% | -53.6% |
| 5Y | -93.9% | +5.3% | -99.3% | -95.8% |
| All | -87.4% | +154.6% | -242.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling