+97.2%
GD vs OTIS
-15.5%
+112.7%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.6% |
| 7D | -5.3% | -0.7% | -4.5% | -5.0% |
| 30D | -6.4% | -2.0% | -4.4% | -5.8% |
| 3M | +5.7% | +2.6% | +3.1% | +4.6% |
| 6M | -0.9% | -20.9% | +20.0% | +6.9% |
| YTD | +8.2% | -17.1% | +25.3% | +14.8% |
| 1Y | +13.4% | -15.9% | +29.3% | +19.6% |
| 3Y | +68.5% | -12.7% | +81.2% | +71.8% |
| All | +97.2% | -15.5% | +112.7% | +95.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling