-94.3%
OPEN vs GTLB
-49.8%
-44.5%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.4% | +2.8% | +3.5% |
| 7D | -31.1% | -9.6% | -21.4% | -26.9% |
| 30D | -34.7% | -15.5% | -19.2% | -28.4% |
| 3M | -61.9% | +12.4% | -74.2% | -64.6% |
| 6M | -71.9% | +84.6% | -156.4% | -80.4% |
| YTD | -76.6% | +26.1% | -102.7% | -80.7% |
| 1Y | -83.9% | +1.7% | -85.6% | -85.2% |
| 3Y | -34.4% | +6.1% | -40.4% | -48.3% |
| 5Y | -93.9% | -61.1% | -32.8% | -94.7% |
| All | -94.3% | -49.8% | -44.5% | -94.8% |
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