-94.7%
OPEN vs GFS
-25.2%
-69.5%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.7% | -0.9% | -2.1% |
| 7D | -15.0% | +7.4% | -22.4% | -18.4% |
| 30D | -40.2% | -15.3% | -24.9% | -35.7% |
| 3M | -67.4% | -21.1% | -46.3% | -63.8% |
| 6M | -74.0% | -44.5% | -29.5% | -66.4% |
| YTD | -79.6% | +19.2% | -98.8% | -85.3% |
| 1Y | -86.1% | +27.2% | -113.3% | -90.5% |
| 3Y | -41.4% | -20.1% | -21.2% | -47.6% |
| All | -94.7% | -25.2% | -69.5% | -95.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling