+192.2%
GLD vs OTIS
+91.8%
+100.4%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.0% |
| 7D | +0.1% | -2.2% | +2.3% | +0.3% |
| 30D | +0.2% | -4.3% | +4.5% | +0.5% |
| 3M | +3.2% | -2.2% | +5.4% | +3.3% |
| 6M | -14.6% | -19.9% | +5.3% | -13.6% |
| YTD | +1.8% | -19.3% | +21.1% | +2.9% |
| 1Y | +20.7% | -19.6% | +40.3% | +22.0% |
| 3Y | +126.5% | -11.5% | +138.0% | +128.0% |
| 5Y | +140.0% | -16.8% | +156.8% | +140.8% |
| All | +192.2% | +91.8% | +100.4% | +198.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling