-87.4%
OPEN vs GH
+97.9%
-185.2%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.4% | +4.6% | +4.4% |
| 7D | -31.1% | -8.2% | -22.9% | -27.5% |
| 30D | -34.7% | -4.9% | -29.8% | -33.0% |
| 3M | -61.9% | -6.2% | -55.6% | -61.3% |
| 6M | -71.9% | +60.0% | -131.9% | -79.2% |
| YTD | -76.6% | +51.5% | -128.1% | -82.5% |
| 1Y | -83.9% | +58.4% | -142.3% | -88.2% |
| 3Y | -34.4% | +617.2% | -651.6% | -85.5% |
| 5Y | -93.9% | +47.0% | -141.0% | -96.6% |
| All | -87.4% | +97.9% | -185.2% | -92.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GH.
Daily Out/Under-Performance
Portfolio return minus GH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GH 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 GH 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