-70.8%
OPEN vs GAP
+163.3%
-234.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.5% | +0.1% | +0.4% |
| 7D | -4.3% | -4.5% | +0.2% | -2.3% |
| 30D | -16.2% | +9.0% | -25.3% | -20.1% |
| 3M | -36.4% | +5.0% | -41.4% | -38.5% |
| 6M | -35.5% | -17.8% | -17.6% | -31.5% |
| YTD | -46.0% | -10.4% | -35.6% | -44.9% |
| 1Y | -47.1% | -3.4% | -43.8% | -47.6% |
| 3Y | -19.0% | +111.5% | -130.5% | -48.2% |
| 5Y | -83.6% | +8.8% | -92.4% | -88.9% |
| All | -70.8% | +163.3% | -234.1% | -79.9% |
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