-72.2%
OPEN vs GSK
+54.8%
-127.1%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.2% | -2.5% | -2.3% |
| 7D | -2.9% | -3.6% | +0.7% | -2.0% |
| 30D | -13.8% | -5.9% | -7.9% | -12.4% |
| 3M | -30.9% | -4.3% | -26.6% | -30.3% |
| 6M | -40.9% | -10.8% | -30.1% | -39.5% |
| YTD | -48.5% | +1.8% | -50.3% | -50.0% |
| 1Y | -50.9% | +23.5% | -74.4% | -55.6% |
| 3Y | -20.6% | +49.5% | -70.2% | -33.5% |
| 5Y | -84.2% | +49.7% | -133.8% | -86.9% |
| All | -72.2% | +54.8% | -127.1% | -78.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GSK.
Daily Out/Under-Performance
Portfolio return minus GSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GSK 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 GSK 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