+69.1%
OTIS vs GFI
+1,139.1%
-1,070.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.0% | +0.8% | +1.7% |
| 7D | -3.0% | -2.7% | -0.3% | -2.9% |
| 30D | -6.0% | +13.2% | -19.3% | -6.5% |
| 3M | -0.9% | +28.5% | -29.4% | -1.9% |
| 6M | -17.3% | -6.2% | -11.2% | -17.4% |
| YTD | -19.6% | +8.7% | -28.3% | -20.2% |
| 1Y | -21.0% | +24.8% | -45.9% | -22.2% |
| 3Y | -12.1% | +298.0% | -310.1% | -17.2% |
| 5Y | -17.1% | +546.0% | -563.1% | -22.5% |
| All | +69.1% | +1,139.1% | -1,070.0% | +85.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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