-88.2%
OPEN vs GTLB
-50.1%
-38.1%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | 0.0% |
| 7D | -11.4% | -5.7% | -5.7% | -8.8% |
| 30D | -20.1% | +15.1% | -35.2% | -26.5% |
| 3M | -37.6% | +65.5% | -103.0% | -52.9% |
| 6M | -47.1% | +102.9% | -150.0% | -65.4% |
| YTD | -52.1% | +25.2% | -77.4% | -60.3% |
| 1Y | -73.5% | -5.5% | -68.0% | -74.9% |
| 3Y | -24.4% | -10.9% | -13.5% | -33.5% |
| All | -88.2% | -50.1% | -38.1% | -89.3% |
Cumulative growth
Daily Returns
Daily percentage return beside GTLB.
Daily Out/Under-Performance
Portfolio return minus GTLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GTLB 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 GTLB 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