-87.1%
OPEN vs GTLB
-50.0%
-37.1%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -5.4% | +2.8% | +0.3% |
| 7D | +1.0% | +4.6% | -3.6% | -1.7% |
| 30D | -11.9% | +21.0% | -32.9% | -21.1% |
| 3M | -28.8% | +51.7% | -80.5% | -43.8% |
| 6M | -38.6% | +89.3% | -127.9% | -58.4% |
| YTD | -47.3% | +25.6% | -73.0% | -56.4% |
| 1Y | -49.2% | -1.5% | -47.6% | -52.8% |
| 3Y | -18.8% | -9.9% | -8.8% | -28.9% |
| All | -87.1% | -50.0% | -37.1% | -88.3% |
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 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