+247.7%
GLW vs OTIS
-2.0%
+249.7%
-59.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.6% |
| 7D | +15.5% | -3.0% | +18.5% | +16.6% |
| 30D | -19.6% | +14.0% | -33.5% | -23.6% |
| 3M | -28.5% | +4.9% | -33.4% | -30.1% |
| 6M | -39.5% | +5.4% | -44.9% | -41.2% |
| YTD | +37.2% | -10.2% | +47.4% | +42.0% |
| 1Y | +35.4% | -13.4% | +48.8% | +42.5% |
| 3Y | +359.7% | -0.7% | +360.4% | +324.8% |
| All | +247.7% | -2.0% | +249.7% | +205.7% |
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