+57.8%
GD vs OTIS
0.0%
+57.8%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.2% |
| 7D | +0.6% | -2.9% | +3.5% | +1.4% |
| 30D | +9.5% | +16.1% | -6.6% | +4.9% |
| 3M | -5.8% | +6.7% | -12.6% | -7.7% |
| 6M | +7.7% | +6.0% | +1.7% | +5.6% |
| YTD | +11.1% | -9.8% | +20.8% | +13.7% |
| 1Y | +6.1% | -12.3% | +18.4% | +9.5% |
| All | +57.8% | 0.0% | +57.8% | +52.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling