+249.6%
GD vs OTIS
+118.6%
+131.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | 0.0% | -0.4% |
| 7D | -5.0% | +4.2% | -9.2% | -6.5% |
| 30D | +8.9% | +20.1% | -11.2% | +1.7% |
| 3M | -8.0% | +7.6% | -15.6% | -10.7% |
| 6M | +2.9% | +4.2% | -1.3% | +0.9% |
| YTD | +7.1% | -8.1% | +15.2% | +9.7% |
| 1Y | +5.9% | -11.5% | +17.4% | +10.0% |
| 3Y | +53.9% | +3.8% | +50.1% | +47.2% |
| 5Y | +95.4% | +5.0% | +90.4% | +83.0% |
| All | +249.6% | +118.6% | +131.0% | +149.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling