+121.8%
GLDM vs OTIS
+4.5%
+117.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.7% |
| 7D | +4.7% | +4.2% | +0.4% | +4.3% |
| 30D | -0.9% | +20.1% | -21.0% | -2.4% |
| 3M | -4.3% | +7.6% | -11.9% | -4.9% |
| 6M | -13.4% | +4.2% | -17.6% | -13.8% |
| YTD | -5.8% | -8.1% | +2.3% | -5.4% |
| 1Y | +2.1% | -11.5% | +13.6% | +2.9% |
| 3Y | +105.0% | +3.8% | +101.2% | +103.7% |
| All | +121.8% | +4.5% | +117.3% | +118.4% |
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