+157.5%
GLD vs OTIS
+115.8%
+41.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.9% | +0.1% |
| 7D | -4.6% | -1.3% | -3.3% | -4.5% |
| 30D | -5.5% | +12.8% | -18.2% | -6.1% |
| 3M | -10.9% | +7.4% | -18.3% | -11.3% |
| 6M | -17.4% | +7.7% | -25.2% | -17.8% |
| YTD | -10.3% | -9.3% | -1.0% | -10.0% |
| 1Y | -7.2% | -12.1% | +4.9% | -6.7% |
| 3Y | +96.9% | +0.6% | +96.3% | +96.7% |
| 5Y | +103.8% | -1.1% | +104.8% | +102.7% |
| All | +157.5% | +115.8% | +41.7% | +161.0% |
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