+834.2%
GLW vs OTIS
+91.8%
+742.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.6% | +2.0% |
| 7D | +16.9% | -2.2% | +19.0% | +17.9% |
| 30D | +7.0% | -4.3% | +11.3% | +8.9% |
| 3M | -3.0% | -2.2% | -0.8% | -2.7% |
| 6M | +31.0% | -19.9% | +50.9% | +43.7% |
| YTD | +93.4% | -19.3% | +112.7% | +110.4% |
| 1Y | +134.7% | -19.6% | +154.3% | +155.4% |
| 3Y | +471.8% | -11.5% | +483.3% | +471.9% |
| 5Y | +394.5% | -16.8% | +411.2% | +400.9% |
| All | +834.2% | +91.8% | +742.3% | +574.9% |
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