+478.1%
GLW vs OTIS
-12.0%
+490.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.1% | +2.6% | +1.7% |
| 7D | +16.9% | -2.2% | +19.0% | +17.4% |
| 30D | +7.0% | -4.3% | +11.3% | +7.9% |
| 3M | -3.0% | -2.2% | -0.8% | -2.8% |
| 6M | +31.0% | -19.9% | +50.9% | +37.4% |
| YTD | +93.4% | -19.3% | +112.7% | +102.0% |
| 1Y | +134.7% | -19.6% | +154.3% | +145.3% |
| All | +478.1% | -12.0% | +490.1% | +434.1% |
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 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