-94.2%
OPEN vs GTLB
-64.1%
-30.1%
-97.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -1.0% | -6.1% | -6.6% |
| 7D | -24.7% | -10.9% | -13.8% | -19.5% |
| 30D | -41.0% | -15.3% | -25.7% | -35.3% |
| 3M | -62.4% | +14.6% | -76.9% | -65.5% |
| 6M | -73.9% | +79.6% | -153.5% | -81.8% |
| YTD | -77.5% | +24.3% | -101.9% | -81.5% |
| 1Y | -83.6% | +1.0% | -84.6% | -84.9% |
| 3Y | -37.0% | +4.6% | -41.6% | -50.7% |
| All | -94.2% | -64.1% | -30.1% | -93.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling