+69.1%
OTIS vs GAP
+246.1%
-177.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.9% | -1.1% | +1.4% |
| 7D | -3.0% | -4.1% | +1.1% | -2.4% |
| 30D | -6.0% | +6.2% | -12.2% | -6.9% |
| 3M | -0.9% | -0.7% | -0.2% | -1.1% |
| 6M | -17.3% | -7.1% | -10.2% | -17.1% |
| YTD | -19.6% | -14.1% | -5.5% | -18.8% |
| 1Y | -21.0% | -8.5% | -12.5% | -21.1% |
| 3Y | -12.1% | +115.4% | -127.4% | -26.3% |
| 5Y | -17.1% | +9.8% | -26.9% | -26.5% |
| All | +69.1% | +246.1% | -177.0% | +19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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