+6.7%
GDX vs OTIS
-12.5%
+19.2%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.3% | -0.5% |
| 7D | -6.8% | -1.3% | -5.5% | -6.5% |
| 30D | -2.1% | +12.8% | -14.9% | -4.5% |
| 3M | -7.5% | +7.4% | -14.9% | -8.6% |
| 6M | -15.2% | +7.7% | -22.9% | -16.5% |
| YTD | -4.8% | -9.3% | +4.5% | -6.2% |
| 1Y | +6.7% | -12.1% | +18.8% | +6.0% |
| All | +6.7% | -12.5% | +19.2% | +6.0% |
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