-16.5%
OTIS vs GDDY
+29.8%
-46.3%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GDDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.8% | 0.0% | +1.4% |
| 7D | -3.0% | -3.2% | +0.2% | -2.4% |
| 30D | -6.0% | +6.8% | -12.8% | -7.5% |
| 3M | -0.9% | +30.5% | -31.3% | -7.1% |
| 6M | -17.3% | +13.3% | -30.7% | -20.7% |
| YTD | -19.6% | -21.0% | +1.4% | -16.5% |
| 1Y | -21.0% | -34.0% | +13.0% | -14.4% |
| 3Y | -12.1% | +33.1% | -45.2% | -24.7% |
| All | -16.5% | +29.8% | -46.3% | -25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GDDY.
Daily Out/Under-Performance
Portfolio return minus GDDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDDY 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 GDDY 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