-18.5%
OTIS vs GAP
+3.0%
-21.5%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.1% | -1.8% |
| 7D | -5.0% | -6.3% | +1.3% | -4.3% |
| 30D | -6.5% | -0.2% | -6.2% | -6.6% |
| 3M | -2.0% | 0.0% | -2.0% | -2.2% |
| 6M | -20.2% | -8.1% | -12.1% | -19.9% |
| YTD | -21.0% | -16.5% | -4.5% | -20.0% |
| 1Y | -20.9% | -10.5% | -10.4% | -20.8% |
| 3Y | -13.3% | +104.0% | -117.3% | -26.8% |
| 5Y | -18.5% | +6.8% | -25.3% | -30.6% |
| All | -18.5% | +3.0% | -21.5% | -30.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling