-88.5%
OPEN vs GFS
-2.1%
-86.4%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | 0.0% | -6.7% | -6.7% |
| 7D | -10.5% | +3.2% | -13.8% | -12.2% |
| 30D | -21.8% | -9.6% | -12.2% | -17.4% |
| 3M | -37.5% | -38.5% | +1.0% | -19.9% |
| 6M | -44.1% | -1.3% | -42.8% | -49.8% |
| YTD | -52.0% | +31.8% | -83.8% | -65.8% |
| 1Y | -52.2% | +44.6% | -96.8% | -68.5% |
| 3Y | -25.9% | -20.6% | -5.3% | -29.1% |
| All | -88.5% | -2.1% | -86.4% | -90.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GFS.
Daily Out/Under-Performance
Portfolio return minus GFS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFS 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 10y: compounded portfolio wealth divided by compounded GFS 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…
10y analysis · Full analysis span regression · 6 months rolling