+129.7%
GLDM vs OTIS
-12.6%
+142.3%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.9% |
| 7D | -0.5% | -0.7% | +0.2% | -0.5% |
| 30D | +4.4% | -2.0% | +6.4% | +4.6% |
| 3M | -1.1% | +2.6% | -3.6% | -1.4% |
| 6M | -13.7% | -20.9% | +7.3% | -11.9% |
| YTD | +2.8% | -17.1% | +19.9% | +4.3% |
| 1Y | +24.8% | -15.9% | +40.7% | +26.4% |
| All | +129.7% | -12.6% | +142.3% | +133.2% |
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