+198.8%
GS vs OTIS
-0.5%
+199.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OTIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -1.0% | -1.3% |
| 7D | +5.1% | -3.0% | +8.1% | +5.9% |
| 30D | +2.4% | +14.0% | -11.5% | -0.8% |
| 3M | -11.5% | +4.9% | -16.4% | -12.5% |
| 6M | -2.5% | +5.4% | -7.9% | -4.0% |
| YTD | +5.5% | -10.2% | +15.7% | +8.9% |
| 1Y | +11.0% | -13.4% | +24.4% | +16.3% |
| All | +198.8% | -0.5% | +199.3% | +163.2% |
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