+253.1%
GD vs OTIS
+97.1%
+156.0%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.5% |
| 6M | -0.9% | -20.9% | +20.0% | +7.7% |
| YTD | +8.2% | -17.1% | +25.3% | +15.3% |
| 1Y | +13.4% | -15.9% | +29.3% | +20.1% |
| 3Y | +68.5% | -12.7% | +81.2% | +72.6% |
| 5Y | +97.2% | -15.7% | +112.9% | +101.3% |
| All | +253.1% | +97.1% | +156.0% | +162.6% |
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 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