-18.0%
GIS vs OTIS
-14.9%
-3.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.1% | -2.4% |
| 7D | -7.8% | -0.7% | -7.1% | -7.6% |
| 30D | +6.6% | -2.0% | +8.6% | +7.2% |
| 3M | +21.0% | +2.6% | +18.4% | +20.5% |
| 6M | -9.1% | -20.9% | +11.9% | -6.1% |
| YTD | -13.6% | -17.1% | +3.5% | -10.9% |
| 1Y | -18.0% | -15.9% | -2.1% | -15.8% |
| All | -18.0% | -14.9% | -3.1% | -15.8% |
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