-87.9%
OPEN vs GAP
+159.8%
-247.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -38.8% |
| 3M | -62.4% | +2.9% | -65.3% | -62.9% |
| 6M | -73.9% | -4.4% | -69.4% | -73.7% |
| YTD | -77.5% | -11.6% | -65.9% | -76.8% |
| 1Y | -83.6% | -6.0% | -77.5% | -83.5% |
| 3Y | -37.0% | +78.0% | -115.0% | -55.8% |
| 5Y | -93.3% | +8.5% | -101.8% | -95.4% |
| All | -87.9% | +159.8% | -247.7% | -91.5% |
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