+71.4%
OTIS vs GAP
+260.1%
-188.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.6% |
| 7D | -0.8% | +1.7% | -2.5% | -1.0% |
| 30D | -4.7% | +9.3% | -14.1% | -6.0% |
| 3M | +1.2% | +6.1% | -4.9% | +0.2% |
| 6M | -20.5% | -2.3% | -18.2% | -20.8% |
| YTD | -18.4% | -10.6% | -7.9% | -18.0% |
| 1Y | -18.1% | -4.4% | -13.6% | -18.7% |
| 3Y | -10.6% | +118.3% | -128.9% | -25.1% |
| 5Y | -16.1% | +12.2% | -28.3% | -25.9% |
| All | +71.4% | +260.1% | -188.7% | +20.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling