+402.8%
GDX vs OTIS
+97.1%
+305.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.1% |
| 7D | -0.4% | -0.7% | +0.3% | -0.2% |
| 30D | +18.6% | -2.0% | +20.6% | +19.2% |
| 3M | +14.9% | +2.6% | +12.3% | +14.0% |
| 6M | -6.3% | -20.9% | +14.7% | -1.2% |
| YTD | +15.7% | -17.1% | +32.8% | +20.4% |
| 1Y | +54.8% | -15.9% | +70.7% | +60.3% |
| 3Y | +253.4% | -12.7% | +266.2% | +261.6% |
| 5Y | +219.7% | -15.7% | +235.4% | +220.4% |
| All | +402.8% | +97.1% | +305.7% | +411.9% |
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