-86.7%
OPEN vs GTLB
-47.1%
-39.6%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GTLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.4% | +0.1% |
| 7D | -4.3% | +11.1% | -15.3% | -9.7% |
| 30D | -16.2% | +37.8% | -54.0% | -30.1% |
| 3M | -36.4% | +61.6% | -97.9% | -51.5% |
| 6M | -35.5% | +98.9% | -134.4% | -57.3% |
| YTD | -46.0% | +32.8% | -78.7% | -56.5% |
| 1Y | -47.1% | +14.7% | -61.8% | -54.9% |
| 3Y | -19.0% | +1.3% | -20.4% | -33.7% |
| All | -86.7% | -47.1% | -39.6% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling