+245.7%
GDX vs OTIS
-13.8%
+259.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.0% | -1.4% | -2.8% |
| 7D | -5.4% | -5.0% | -0.4% | -3.8% |
| 30D | +6.6% | -6.5% | +13.0% | +8.8% |
| 3M | +30.1% | -2.0% | +32.1% | +30.5% |
| 6M | -7.1% | -20.2% | +13.1% | -0.8% |
| YTD | +12.0% | -21.0% | +32.9% | +19.4% |
| 1Y | +41.2% | -20.9% | +62.1% | +50.1% |
| All | +245.7% | -13.8% | +259.5% | +239.3% |
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