-18.8%
OPEN vs GFS
-20.2%
+1.4%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.3% | -2.4% |
| 7D | +1.0% | +2.6% | -1.7% | -0.2% |
| 30D | -11.9% | -16.4% | +4.5% | -4.9% |
| 3M | -28.8% | -41.6% | +12.8% | -11.5% |
| 6M | -38.6% | -3.7% | -34.9% | -43.7% |
| YTD | -47.3% | +29.3% | -76.7% | -60.8% |
| 1Y | -49.2% | +37.1% | -86.3% | -63.9% |
| 3Y | -18.8% | -22.1% | +3.4% | -11.0% |
| All | -18.8% | -20.2% | +1.4% | -11.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling