+161.6%
GLDM vs OTIS
+113.5%
+48.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.3% | -2.8% |
| 7D | -5.5% | -3.0% | -2.5% | -5.3% |
| 30D | -7.0% | +14.0% | -21.0% | -7.6% |
| 3M | -12.3% | +4.9% | -17.2% | -12.5% |
| 6M | -17.9% | +5.4% | -23.3% | -18.2% |
| YTD | -10.3% | -10.2% | -0.1% | -9.9% |
| 1Y | -7.8% | -13.4% | +5.6% | -7.3% |
| 3Y | +99.5% | -0.7% | +100.2% | +99.5% |
| 5Y | +106.5% | -2.1% | +108.6% | +105.6% |
| All | +161.6% | +113.5% | +48.1% | +167.1% |
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