-11.8%
OTIS vs GAP
+108.0%
-119.8%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.6% | +3.5% | -0.7% |
| 7D | -2.2% | -3.2% | +1.0% | -1.9% |
| 30D | -4.3% | -0.7% | -3.6% | -4.4% |
| 3M | -2.2% | -0.5% | -1.7% | -2.3% |
| 6M | -19.9% | -5.0% | -14.9% | -19.9% |
| YTD | -19.3% | -14.7% | -4.7% | -18.7% |
| 1Y | -19.6% | -8.6% | -10.9% | -19.6% |
| All | -11.8% | +108.0% | -119.8% | -18.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling