+382.5%
GLW vs OTIS
-14.6%
+397.1%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -1.6% | +9.2% | +8.2% |
| 7D | +14.0% | -0.8% | +14.8% | +14.3% |
| 30D | +0.4% | -4.7% | +5.1% | +2.3% |
| 3M | -11.3% | +1.2% | -12.6% | -12.5% |
| 6M | +35.1% | -20.5% | +55.6% | +48.0% |
| YTD | +90.5% | -18.4% | +109.0% | +105.5% |
| 1Y | +132.0% | -18.1% | +150.1% | +149.4% |
| 3Y | +463.3% | -10.6% | +473.9% | +448.0% |
| 5Y | +382.5% | -16.1% | +398.6% | +353.1% |
| All | +382.5% | -14.6% | +397.1% | +353.1% |
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 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