-37.4%
GIS vs OTIS
-13.8%
-23.6%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.0% | -1.0% | -2.5% |
| 7D | -8.4% | -5.0% | -3.4% | -7.2% |
| 30D | -5.2% | -6.5% | +1.3% | -3.6% |
| 3M | +8.2% | -2.0% | +10.1% | +8.9% |
| 6M | -12.0% | -20.2% | +8.2% | -7.6% |
| YTD | -18.9% | -21.0% | +2.1% | -14.8% |
| 1Y | -23.6% | -20.9% | -2.8% | -20.0% |
| All | -37.4% | -13.8% | -23.6% | -33.2% |
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