+8.2%
GD vs OTIS
-9.8%
+17.9%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.9% | -6.4% | -3.5% |
| 7D | +3.0% | +9.5% | -6.5% | +0.4% |
| 30D | +10.5% | +21.1% | -10.6% | +5.0% |
| 3M | -5.0% | +9.0% | -14.0% | -7.1% |
| 6M | +5.5% | +6.4% | -0.9% | +3.3% |
| YTD | +10.3% | -7.1% | +17.5% | +12.4% |
| 1Y | +8.2% | -10.1% | +18.3% | +10.6% |
| All | +8.2% | -9.8% | +17.9% | +10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside OTIS.
Daily Out/Under-Performance
Portfolio return minus OTIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OTIS 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 1y: compounded portfolio wealth divided by compounded OTIS 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…
1y analysis · Full analysis span regression · 6 months rolling