-87.3%
OPEN vs GFS
-3.9%
-83.4%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.3% | -2.3% | -2.4% |
| 7D | +1.0% | +2.6% | -1.7% | -0.5% |
| 30D | -11.9% | -16.4% | +4.5% | -2.8% |
| 3M | -28.8% | -41.6% | +12.8% | -5.8% |
| 6M | -38.6% | -3.7% | -34.9% | -44.0% |
| YTD | -47.3% | +29.3% | -76.7% | -62.1% |
| 1Y | -49.2% | +37.1% | -86.3% | -65.3% |
| 3Y | -18.8% | -22.1% | +3.4% | -21.3% |
| All | -87.3% | -3.9% | -83.4% | -88.9% |
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