-89.0%
OPEN vs GSK
+60.6%
-149.6%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.3% | -3.5% |
| 7D | -15.0% | +0.2% | -15.2% | -15.1% |
| 30D | -40.2% | +5.4% | -45.6% | -40.9% |
| 3M | -67.4% | +0.9% | -68.3% | -67.4% |
| 6M | -74.0% | +0.7% | -74.8% | -74.2% |
| YTD | -79.6% | +5.6% | -85.2% | -80.3% |
| 1Y | -86.1% | +8.5% | -94.6% | -86.7% |
| 3Y | -41.4% | +63.8% | -105.2% | -52.1% |
| 5Y | -94.9% | +42.4% | -137.3% | -95.7% |
| All | -89.0% | +60.6% | -149.6% | -91.4% |
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