+404.4%
GM vs OTIS
+91.3%
+313.1%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.8% | -2.4% | -1.5% |
| 7D | -2.4% | -3.0% | +0.5% | -1.0% |
| 30D | -1.1% | -6.0% | +4.9% | +2.0% |
| 3M | +6.1% | -0.9% | +7.0% | +6.2% |
| 6M | +15.0% | -17.3% | +32.3% | +26.1% |
| YTD | +6.0% | -19.6% | +25.5% | +17.6% |
| 1Y | +47.1% | -21.0% | +68.1% | +64.8% |
| 3Y | +170.5% | -12.1% | +182.6% | +172.4% |
| 5Y | +80.5% | -17.1% | +97.6% | +83.8% |
| All | +404.4% | +91.3% | +313.1% | +282.4% |
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