-20.2%
OTIS vs GFI
-11.2%
-9.0%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.9% | +0.8% | -1.8% |
| 7D | -5.0% | -5.1% | +0.1% | -4.6% |
| 30D | -6.5% | +13.4% | -19.9% | -7.8% |
| 3M | -2.0% | +36.2% | -38.2% | -5.3% |
| 6M | -20.2% | -9.8% | -10.4% | -18.7% |
| All | -20.2% | -11.2% | -9.0% | -18.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling