+7.0%
GD vs OTIS
-12.0%
+19.0%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.3% | +1.7% |
| 7D | -1.9% | +1.7% | -3.6% | -2.4% |
| 30D | +10.9% | +18.5% | -7.5% | +5.9% |
| 3M | -6.8% | +7.9% | -14.6% | -8.7% |
| 6M | +7.0% | +5.7% | +1.3% | +5.0% |
| YTD | +11.1% | -9.1% | +20.2% | +13.7% |
| 1Y | +7.0% | -11.6% | +18.6% | +9.9% |
| All | +7.0% | -12.0% | +19.0% | +9.9% |
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