-25.7%
GIS vs OTIS
-17.8%
-7.9%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.1% | -0.7% |
| 7D | -6.4% | -3.0% | -3.4% | -5.8% |
| 30D | -6.1% | -6.0% | -0.1% | -4.9% |
| 3M | +7.8% | -0.9% | +8.7% | +8.1% |
| 6M | -8.8% | -17.3% | +8.5% | -5.5% |
| YTD | -19.1% | -19.6% | +0.4% | -15.9% |
| 1Y | -24.8% | -21.0% | -3.7% | -21.5% |
| 3Y | -37.6% | -12.1% | -25.5% | -36.2% |
| All | -25.7% | -17.8% | -7.9% | -24.3% |
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