-95.1%
OPEN vs GFS
-11.4%
-83.7%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.7% | -0.9% | -2.2% |
| 7D | -15.0% | +7.4% | -22.4% | -18.3% |
| 30D | -40.2% | -15.3% | -24.9% | -35.8% |
| 3M | -67.4% | -21.1% | -46.3% | -63.9% |
| 6M | -74.0% | -44.5% | -29.5% | -66.6% |
| YTD | -79.6% | +19.2% | -98.8% | -85.1% |
| 1Y | -86.1% | +27.2% | -113.3% | -90.3% |
| 3Y | -41.4% | -20.1% | -21.2% | -47.2% |
| 5Y | -94.9% | -25.6% | -69.3% | -95.2% |
| All | -95.1% | -11.4% | -83.7% | -95.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling