+233.6%
GDX vs OTIS
-17.1%
+250.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.5% |
| 7D | +1.9% | -2.2% | +4.0% | +2.7% |
| 30D | +9.9% | -4.3% | +14.2% | +11.6% |
| 3M | +28.2% | -2.2% | +30.4% | +28.9% |
| 6M | -2.9% | -19.9% | +17.0% | +4.5% |
| YTD | +16.0% | -19.3% | +35.3% | +24.0% |
| 1Y | +49.9% | -19.6% | +69.4% | +60.0% |
| 3Y | +263.6% | -11.5% | +275.1% | +267.8% |
| 5Y | +233.6% | -16.8% | +250.3% | +226.4% |
| All | +233.6% | -17.1% | +250.7% | +226.4% |
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