+176.8%
GLDM vs OTIS
+120.0%
+56.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | +1.9% | +6.5% | -4.7% | +1.6% |
| 30D | -1.7% | +19.6% | -21.3% | -2.6% |
| 3M | -3.5% | +9.4% | -12.9% | -4.0% |
| 6M | -10.1% | +6.4% | -16.5% | -10.4% |
| YTD | -5.0% | -7.5% | +2.4% | -4.8% |
| 1Y | +2.8% | -11.0% | +13.8% | +3.2% |
| 3Y | +105.1% | +5.2% | +99.9% | +104.6% |
| 5Y | +124.3% | +5.7% | +118.6% | +123.0% |
| All | +176.8% | +120.0% | +56.8% | +182.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling