+257.5%
GD vs OTIS
+118.0%
+139.5%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.2% | +2.5% | +2.3% |
| 7D | -3.0% | +0.5% | -3.6% | -3.3% |
| 30D | +9.3% | +19.4% | -10.1% | +2.3% |
| 3M | -7.2% | +7.1% | -14.3% | -9.7% |
| 6M | +5.5% | +6.6% | -1.1% | +2.6% |
| YTD | +9.5% | -8.3% | +17.8% | +12.3% |
| 1Y | +6.4% | -11.6% | +18.0% | +10.6% |
| 3Y | +59.8% | +3.1% | +56.7% | +53.4% |
| 5Y | +98.0% | +2.5% | +95.5% | +87.2% |
| All | +257.5% | +118.0% | +139.5% | +155.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling