+7.7%
GEHC vs OTIS
-8.6%
+16.3%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.6% | -0.4% |
| 7D | -7.9% | -5.0% | -2.8% | -5.3% |
| 30D | -11.7% | -6.5% | -5.2% | -8.6% |
| 3M | +0.8% | -2.0% | +2.8% | +1.7% |
| 6M | -11.6% | -20.2% | +8.6% | -1.0% |
| YTD | -21.6% | -21.0% | -0.6% | -11.8% |
| 1Y | -15.3% | -20.9% | +5.6% | -5.0% |
| 3Y | -0.5% | -13.3% | +12.8% | +5.5% |
| All | +7.7% | -8.6% | +16.3% | +9.1% |
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