+170.5%
GM vs OTIS
-12.3%
+182.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.8% | -2.4% | -1.1% |
| 7D | -2.4% | -3.0% | +0.5% | -1.6% |
| 30D | -1.1% | -6.0% | +4.9% | +0.7% |
| 3M | +6.1% | -0.9% | +7.0% | +6.2% |
| 6M | +15.0% | -17.3% | +32.3% | +21.0% |
| YTD | +6.0% | -19.6% | +25.5% | +12.3% |
| 1Y | +47.1% | -21.0% | +68.1% | +56.6% |
| 3Y | +170.5% | -12.1% | +182.6% | +152.8% |
| All | +170.5% | -12.3% | +182.7% | +152.8% |
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